+717.5%
LNT vs AVAV
+351.0%
+366.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.5% | -11.5% | -1.9% |
| 7D | +1.4% | -10.6% | +12.0% | +2.2% |
| 30D | +12.3% | -18.8% | +31.1% | +13.9% |
| 3M | +5.3% | -34.1% | +39.4% | +8.4% |
| 6M | +2.0% | -35.3% | +37.4% | +4.3% |
| YTD | +15.3% | -53.4% | +68.7% | +19.8% |
| 1Y | +12.3% | -65.6% | +77.9% | +19.6% |
| 3Y | +59.1% | -5.1% | +64.2% | +48.6% |
| 5Y | +51.7% | +18.5% | +33.2% | +34.9% |
| 10Y | +170.1% | +369.8% | -199.7% | +89.8% |
| All | +717.5% | +351.0% | +366.5% | +415.6% |
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