+185.0%
LNT vs AVAV
+360.4%
-175.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -0.2% | +9.9% | -10.1% | -0.7% |
| 30D | +11.6% | -5.4% | +17.0% | +11.7% |
| 3M | +8.2% | -36.5% | +44.7% | +10.3% |
| 6M | +3.1% | -25.3% | +28.4% | +3.8% |
| YTD | +16.8% | -48.6% | +65.3% | +19.0% |
| 1Y | +11.6% | -62.1% | +73.7% | +15.7% |
| 3Y | +67.4% | +2.3% | +65.1% | +58.2% |
| 5Y | +56.8% | +35.4% | +21.4% | +42.4% |
| 10Y | +185.0% | +345.1% | -160.1% | +144.2% |
| All | +185.0% | +360.4% | -175.4% | +144.2% |
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