+188.9%
LMT vs AVAV
+516.1%
-327.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.7% |
| 7D | -1.5% | +3.2% | -4.7% | -1.9% |
| 30D | -8.2% | -20.3% | +12.1% | -5.5% |
| 3M | +3.7% | -19.4% | +23.2% | +5.9% |
| 6M | -19.2% | -35.3% | +16.1% | -15.7% |
| YTD | +12.9% | -38.5% | +51.4% | +17.1% |
| 1Y | +19.8% | -37.2% | +57.0% | +23.1% |
| 3Y | +37.3% | +31.1% | +6.2% | +22.2% |
| 5Y | +74.4% | +41.0% | +33.4% | +47.5% |
| 10Y | +188.9% | +508.8% | -319.9% | +71.4% |
| All | +188.9% | +516.1% | -327.2% | +71.4% |
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