+173.2%
LNT vs AVAV
+423.1%
-249.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.6% | -11.5% | +0.5% |
| 7D | +0.6% | +3.2% | -2.5% | +0.4% |
| 30D | +12.4% | -7.4% | +19.8% | +12.6% |
| 3M | +6.7% | -32.0% | +38.7% | +8.4% |
| 6M | +3.9% | -24.6% | +28.5% | +4.6% |
| YTD | +16.5% | -47.5% | +64.0% | +18.6% |
| 1Y | +12.5% | -61.5% | +74.0% | +16.5% |
| 3Y | +66.9% | +5.5% | +61.4% | +57.5% |
| 5Y | +56.1% | +35.7% | +20.3% | +41.9% |
| 10Y | +173.2% | +379.1% | -205.9% | +136.7% |
| All | +173.2% | +423.1% | -249.9% | +136.7% |
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