+3,705.4%
LLY vs AVAV
+478.6%
+3,226.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.7% |
| 7D | -2.1% | -2.2% | +0.1% | -1.9% |
| 30D | -1.6% | -13.9% | +12.3% | -0.3% |
| 3M | +2.3% | -29.2% | +31.5% | +5.1% |
| 6M | +14.9% | -36.1% | +51.0% | +18.6% |
| YTD | +7.5% | -40.2% | +47.7% | +10.3% |
| 1Y | +55.7% | -36.2% | +91.9% | +57.5% |
| 3Y | +110.6% | +47.5% | +63.1% | +87.6% |
| 5Y | +363.4% | +39.3% | +324.2% | +303.6% |
| 10Y | +1,649.0% | +482.6% | +1,166.4% | +1,104.9% |
| All | +3,705.4% | +478.6% | +3,226.8% | +2,201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling