+115.5%
LQD vs AVAV
+478.6%
-363.1%
-25.0%
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% | 0.0% |
| 7D | -0.4% | -2.2% | +1.8% | -0.4% |
| 30D | -0.8% | -13.9% | +13.2% | -0.6% |
| 3M | -1.9% | -29.2% | +27.3% | -1.5% |
| 6M | -2.7% | -36.1% | +33.5% | -2.2% |
| YTD | -1.3% | -40.2% | +38.9% | -0.8% |
| 1Y | 0.0% | -36.2% | +36.2% | +0.2% |
| 3Y | +14.9% | +47.5% | -32.6% | +13.3% |
| 5Y | -4.6% | +39.3% | -43.8% | -6.1% |
| 10Y | +22.0% | +482.6% | -460.6% | +18.8% |
| All | +115.5% | +478.6% | -363.1% | +110.5% |
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