+4,418.5%
LLY vs AVAV
+308.3%
+4,110.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.8% | +6.1% | -2.7% |
| 7D | -0.7% | -24.3% | +23.7% | +2.1% |
| 30D | +17.9% | -28.9% | +46.8% | +21.9% |
| 3M | +16.8% | -39.3% | +56.1% | +22.4% |
| 6M | +38.4% | -38.8% | +77.2% | +43.5% |
| YTD | +27.6% | -57.8% | +85.4% | +35.4% |
| 1Y | +48.3% | -70.9% | +119.2% | +63.6% |
| 3Y | +145.4% | -14.8% | +160.2% | +131.9% |
| 5Y | +438.9% | +7.3% | +431.6% | +380.1% |
| 10Y | +2,101.6% | +325.3% | +1,776.3% | +1,462.2% |
| All | +4,418.5% | +308.3% | +4,110.2% | +2,724.7% |
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