+925.6%
LNG vs AVAV
+407.8%
+517.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.6% | -9.8% | 0.0% |
| 7D | -8.4% | +3.2% | -11.5% | -9.2% |
| 30D | +2.7% | -7.4% | +10.1% | +4.0% |
| 3M | +11.7% | -32.0% | +43.7% | +20.3% |
| 6M | +19.5% | -24.6% | +44.0% | +22.1% |
| YTD | +48.0% | -47.5% | +95.5% | +58.4% |
| 1Y | +38.4% | -61.5% | +99.8% | +58.9% |
| 3Y | +71.9% | +5.5% | +66.4% | +39.3% |
| 5Y | +179.9% | +35.7% | +144.1% | +94.4% |
| 10Y | +700.5% | +379.1% | +321.4% | +197.8% |
| All | +925.6% | +407.8% | +517.7% | +227.4% |
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