+73.5%
LSCC vs AVAV
-14.7%
+88.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -9.8% | +1.3% | -7.0% |
| 7D | -4.8% | -24.3% | +19.5% | -0.5% |
| 30D | -27.1% | -28.9% | +1.8% | -23.1% |
| 3M | -23.6% | -39.3% | +15.7% | -17.8% |
| 6M | -19.8% | -38.8% | +18.9% | -14.7% |
| YTD | +33.2% | -57.8% | +91.0% | +44.3% |
| 1Y | +55.2% | -70.9% | +126.1% | +80.0% |
| All | +73.5% | -14.7% | +88.2% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling