+141.8%
LNT vs AVAV
+516.1%
-374.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | +0.8% |
| 7D | +1.0% | +3.2% | -2.2% | +0.9% |
| 30D | -1.1% | -20.3% | +19.2% | 0.0% |
| 3M | -3.6% | -19.4% | +15.8% | -2.9% |
| 6M | -2.7% | -35.3% | +32.6% | -1.2% |
| YTD | +8.0% | -38.5% | +46.5% | +9.3% |
| 1Y | +10.5% | -37.2% | +47.7% | +11.2% |
| 3Y | +49.6% | +31.1% | +18.5% | +39.6% |
| 5Y | +32.2% | +41.0% | -8.8% | +20.5% |
| 10Y | +141.8% | +508.8% | -367.0% | +101.2% |
| All | +141.8% | +516.1% | -374.3% | +101.2% |
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