+113.1%
LQD vs AVAV
+394.0%
-280.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.7% |
| 7D | +0.2% | 0.0% | +0.2% | +0.1% |
| 30D | +1.4% | -9.9% | +11.4% | +1.5% |
| 3M | -1.1% | -34.7% | +33.6% | -0.6% |
| 6M | -2.9% | -26.6% | +23.7% | -2.7% |
| YTD | -2.3% | -48.9% | +46.6% | -1.8% |
| 1Y | -2.1% | -63.0% | +60.9% | -1.1% |
| 3Y | +15.9% | +1.6% | +14.4% | +14.9% |
| 5Y | -4.9% | +34.5% | -39.4% | -6.4% |
| 10Y | +24.8% | +359.3% | -334.4% | +21.9% |
| All | +113.1% | +394.0% | -280.9% | +108.6% |
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