+948.6%
LNG vs AVAV
+478.6%
+470.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | +3.4% | -2.2% | +5.6% | +3.9% |
| 30D | +14.9% | -13.9% | +28.8% | +18.1% |
| 3M | +21.4% | -29.2% | +50.6% | +27.9% |
| 6M | +17.8% | -36.1% | +53.9% | +25.1% |
| YTD | +51.3% | -40.2% | +91.5% | +58.5% |
| 1Y | +24.4% | -36.2% | +60.6% | +26.0% |
| 3Y | +79.7% | +47.5% | +32.1% | +33.1% |
| 5Y | +241.3% | +39.3% | +202.0% | +138.8% |
| 10Y | +603.1% | +482.6% | +120.6% | +148.7% |
| All | +948.6% | +478.6% | +470.0% | +227.6% |
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