+1.4%
LVS vs AVAV
+516.1%
-514.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.2% |
| 7D | +0.3% | +3.2% | -2.9% | -0.1% |
| 30D | -3.9% | -20.3% | +16.4% | -1.3% |
| 3M | -12.9% | -19.4% | +6.6% | -11.3% |
| 6M | -16.9% | -35.3% | +18.3% | -13.7% |
| YTD | -31.2% | -38.5% | +7.2% | -29.2% |
| 1Y | -16.4% | -37.2% | +20.8% | -15.0% |
| 3Y | -4.4% | +31.1% | -35.5% | -18.2% |
| 5Y | +6.7% | +41.0% | -34.4% | -13.7% |
| 10Y | +1.4% | +508.8% | -507.3% | -31.2% |
| All | +1.4% | +516.1% | -514.6% | -31.2% |
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