+438.9%
LLY vs AVAV
+7.1%
+431.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.8% | +6.1% | -3.1% |
| 7D | -0.7% | -24.3% | +23.7% | +1.1% |
| 30D | +17.9% | -28.9% | +46.8% | +20.4% |
| 3M | +16.8% | -39.3% | +56.1% | +20.3% |
| 6M | +38.4% | -38.8% | +77.2% | +41.7% |
| YTD | +27.6% | -57.8% | +85.4% | +32.2% |
| 1Y | +48.3% | -70.9% | +119.2% | +58.4% |
| 3Y | +145.4% | -14.8% | +160.2% | +134.2% |
| 5Y | +438.9% | +7.3% | +431.6% | +393.3% |
| All | +438.9% | +7.1% | +431.8% | +393.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling