+205.2%
LMT vs AVAV
+358.8%
-153.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.3% | +2.9% |
| 7D | -5.6% | 0.0% | -5.6% | -5.8% |
| 30D | +18.4% | -9.9% | +28.3% | +19.7% |
| 3M | +0.6% | -34.7% | +35.3% | +5.9% |
| 6M | +20.6% | -26.6% | +47.2% | +23.8% |
| YTD | +27.0% | -48.9% | +75.9% | +34.5% |
| 1Y | +36.9% | -63.0% | +99.9% | +50.7% |
| 3Y | +46.9% | +1.6% | +45.3% | +35.3% |
| 5Y | +104.2% | +34.5% | +69.7% | +73.2% |
| 10Y | +205.2% | +359.3% | -154.0% | +110.7% |
| All | +205.2% | +358.8% | -153.5% | +110.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling