+222.4%
LNG vs AVAV
+44.7%
+177.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.9% | -8.3% | -5.6% |
| 7D | -6.2% | +3.2% | -9.4% | -6.3% |
| 30D | +8.0% | -20.3% | +28.3% | +9.4% |
| 3M | +16.9% | -19.4% | +36.3% | +17.9% |
| 6M | +8.7% | -35.3% | +43.9% | +11.0% |
| YTD | +43.0% | -38.5% | +81.5% | +45.2% |
| 1Y | +19.4% | -37.2% | +56.6% | +20.2% |
| 3Y | +74.7% | +31.1% | +43.6% | +56.7% |
| 5Y | +222.4% | +41.0% | +181.4% | +184.5% |
| All | +222.4% | +44.7% | +177.7% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling