+1,684.5%
LSCC vs AVAV
+352.9%
+1,331.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.3% | +9.6% | +3.2% |
| 7D | +3.0% | -10.1% | +13.1% | +5.4% |
| 30D | -19.3% | -18.7% | -0.6% | -15.5% |
| 3M | -22.3% | -33.0% | +10.7% | -15.5% |
| 6M | -14.6% | -37.2% | +22.6% | -7.4% |
| YTD | +45.8% | -53.2% | +98.9% | +63.0% |
| 1Y | +69.6% | -69.0% | +138.6% | +108.7% |
| 3Y | +86.1% | -5.5% | +91.6% | +62.6% |
| 5Y | +30.7% | +20.1% | +10.6% | +2.0% |
| 10Y | +1,283.9% | +371.8% | +912.1% | +614.1% |
| All | +1,684.5% | +352.9% | +1,331.6% | +673.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling