+1,147.2%
LSCC vs AVAV
+317.7%
+829.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -9.8% | +1.3% | -6.4% |
| 7D | -4.8% | -24.3% | +19.5% | +1.2% |
| 30D | -27.1% | -28.9% | +1.8% | -21.5% |
| 3M | -23.6% | -39.3% | +15.7% | -15.4% |
| 6M | -19.8% | -38.8% | +18.9% | -12.8% |
| YTD | +33.2% | -57.8% | +91.0% | +51.5% |
| 1Y | +55.2% | -70.9% | +126.1% | +92.3% |
| 3Y | +70.1% | -14.8% | +84.9% | +50.0% |
| 5Y | +19.5% | +7.3% | +12.2% | -6.2% |
| All | +1,147.2% | +317.7% | +829.5% | +682.2% |
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