+544.5%
LNG vs AVAV
+478.0%
+66.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.3% | +0.6% |
| 7D | -6.7% | -3.2% | -3.6% | -6.5% |
| 30D | +3.9% | -25.6% | +29.4% | +7.1% |
| 3M | +15.5% | -20.2% | +35.7% | +17.1% |
| 6M | +10.5% | -38.1% | +48.6% | +14.7% |
| YTD | +43.0% | -41.8% | +84.8% | +47.3% |
| 1Y | +18.9% | -39.0% | +57.9% | +20.5% |
| 3Y | +74.7% | +24.1% | +50.6% | +52.2% |
| 5Y | +231.2% | +53.0% | +178.2% | +166.9% |
| 10Y | +544.5% | +493.8% | +50.7% | +316.5% |
| All | +544.5% | +478.0% | +66.5% | +316.5% |
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