+23.3%
LQD vs AVAV
+478.0%
-454.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | 0.0% |
| 7D | 0.0% | -3.2% | +3.1% | 0.0% |
| 30D | -0.2% | -25.6% | +25.4% | +0.4% |
| 3M | -1.7% | -20.2% | +18.5% | -1.4% |
| 6M | -2.7% | -38.1% | +35.4% | -2.0% |
| YTD | -1.4% | -41.8% | +40.4% | -0.8% |
| 1Y | -1.0% | -39.0% | +38.0% | -0.6% |
| 3Y | +15.1% | +24.1% | -9.0% | +12.8% |
| 5Y | -5.2% | +53.0% | -58.2% | -8.0% |
| 10Y | +23.3% | +493.8% | -470.5% | +22.6% |
| All | +23.3% | +478.0% | -454.7% | +22.6% |
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 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