+800.2%
LNG vs AVAV
+315.4%
+484.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.1% |
| 7D | +11.3% | +4.2% | +7.1% | +10.7% |
| 30D | +10.6% | -2.6% | +13.2% | +10.8% |
| 3M | +16.1% | -38.0% | +54.1% | +21.8% |
| 6M | +29.6% | -27.0% | +56.6% | +31.5% |
| YTD | +60.3% | -51.4% | +111.7% | +68.0% |
| 1Y | +46.1% | -60.2% | +106.3% | +57.0% |
| 3Y | +85.9% | -6.7% | +92.6% | +67.8% |
| 5Y | +210.8% | +28.3% | +182.5% | +154.4% |
| All | +800.2% | +315.4% | +484.8% | +513.5% |
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