+82.0%
LSCC vs AVAV
+39.7%
+42.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.3% |
| 7D | +1.3% | -2.2% | +3.5% | +1.8% |
| 30D | -9.7% | -13.9% | +4.3% | -7.2% |
| 3M | -23.7% | -29.2% | +5.5% | -19.3% |
| 6M | +26.5% | -36.1% | +62.6% | +35.0% |
| YTD | +57.5% | -40.2% | +97.7% | +64.9% |
| 1Y | +75.7% | -36.2% | +111.9% | +79.6% |
| 3Y | +19.5% | +47.5% | -28.1% | -9.3% |
| All | +82.0% | +39.7% | +42.4% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling