+962.6%
LMT vs AVAV
+407.8%
+554.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.6% | -8.9% | +1.9% |
| 7D | -8.5% | +3.2% | -11.7% | -9.1% |
| 30D | +15.4% | -7.4% | +22.8% | +16.4% |
| 3M | +0.7% | -32.0% | +32.7% | +5.8% |
| 6M | +17.6% | -24.6% | +42.2% | +20.5% |
| YTD | +23.8% | -47.5% | +71.3% | +31.4% |
| 1Y | +31.6% | -61.5% | +93.1% | +45.5% |
| 3Y | +44.0% | +5.5% | +38.5% | +31.3% |
| 5Y | +98.8% | +35.7% | +63.1% | +67.2% |
| 10Y | +202.1% | +379.1% | -176.9% | +92.2% |
| All | +962.6% | +407.8% | +554.8% | +507.1% |
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