+1,351.6%
LSCC vs AVAV
+315.4%
+1,036.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.7% | -4.8% |
| 7D | +7.0% | +4.2% | +2.8% | +6.1% |
| 30D | -2.3% | -2.6% | +0.2% | -1.8% |
| 3M | -12.5% | -38.0% | +25.4% | -3.3% |
| 6M | -10.6% | -27.0% | +16.4% | -6.3% |
| YTD | +52.7% | -51.4% | +104.1% | +68.4% |
| 1Y | +74.0% | -60.2% | +134.2% | +100.7% |
| 3Y | +104.8% | -6.7% | +111.5% | +77.4% |
| 5Y | +36.2% | +28.3% | +7.9% | +2.4% |
| All | +1,351.6% | +315.4% | +1,036.1% | +781.7% |
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