+658.9%
LNT vs AVAV
+478.6%
+180.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -0.1% | -2.2% | +2.1% | +0.1% |
| 30D | -3.2% | -13.9% | +10.8% | -2.1% |
| 3M | -4.1% | -29.2% | +25.2% | -2.0% |
| 6M | -4.6% | -36.1% | +31.6% | -2.2% |
| YTD | +7.0% | -40.2% | +47.2% | +9.3% |
| 1Y | +8.3% | -36.2% | +44.5% | +9.3% |
| 3Y | +51.0% | +47.5% | +3.5% | +35.6% |
| 5Y | +30.2% | +39.3% | -9.1% | +14.7% |
| 10Y | +143.6% | +482.6% | -339.0% | +69.0% |
| All | +658.9% | +478.6% | +180.3% | +370.6% |
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