+924.5%
LMT vs AVAV
+351.0%
+573.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.5% | -12.0% | -3.1% |
| 7D | -11.0% | -10.6% | -0.4% | -9.6% |
| 30D | +13.6% | -18.8% | +32.4% | +16.8% |
| 3M | -2.1% | -34.1% | +32.0% | +3.4% |
| 6M | +11.7% | -35.3% | +47.0% | +17.0% |
| YTD | +19.4% | -53.4% | +72.8% | +28.9% |
| 1Y | +24.1% | -65.6% | +89.7% | +39.4% |
| 3Y | +36.2% | -5.1% | +41.2% | +26.1% |
| 5Y | +90.7% | +18.5% | +72.2% | +63.7% |
| 10Y | +212.5% | +369.8% | -157.3% | +99.2% |
| All | +924.5% | +351.0% | +573.4% | +495.7% |
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