+1,236.1%
LSCC vs AVAV
+361.4%
+874.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.5% | -3.3% | +4.8% |
| 7D | +13.0% | -10.6% | +23.5% | +15.7% |
| 30D | -19.8% | -18.8% | -1.0% | -16.2% |
| 3M | -18.4% | -34.1% | +15.7% | -11.2% |
| 6M | -16.1% | -35.3% | +19.2% | -9.8% |
| YTD | +42.7% | -53.4% | +96.1% | +58.7% |
| 1Y | +68.0% | -65.6% | +133.7% | +100.4% |
| 3Y | +85.8% | -5.1% | +90.9% | +59.9% |
| 5Y | +28.0% | +18.5% | +9.5% | -1.8% |
| All | +1,236.1% | +361.4% | +874.8% | +719.7% |
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