+996.0%
LNG vs AVAV
+397.6%
+598.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.0% | +3.6% |
| 7D | +4.5% | +9.9% | -5.4% | +2.0% |
| 30D | +8.0% | -5.4% | +13.4% | +8.9% |
| 3M | +15.0% | -36.5% | +51.5% | +25.7% |
| 6M | +27.1% | -25.3% | +52.3% | +30.1% |
| YTD | +58.1% | -48.6% | +106.7% | +70.0% |
| 1Y | +45.0% | -62.1% | +107.1% | +67.0% |
| 3Y | +82.6% | +2.3% | +80.3% | +49.0% |
| 5Y | +206.8% | +35.4% | +171.5% | +112.8% |
| 10Y | +796.3% | +345.1% | +451.2% | +242.2% |
| All | +996.0% | +397.6% | +598.4% | +251.4% |
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