-19.8%
LSCC vs AVAV
-43.9%
+24.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -9.8% | +1.3% | -6.4% |
| 7D | -4.8% | -24.3% | +19.5% | +1.0% |
| 30D | -27.1% | -28.9% | +1.8% | -21.7% |
| 3M | -23.6% | -39.3% | +15.7% | -15.7% |
| 6M | -19.8% | -38.8% | +18.9% | -10.4% |
| All | -19.8% | -43.9% | +24.1% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling