-32.4%
LVS vs AVAV
+478.6%
-511.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -1.5% | -2.2% | +0.7% | -1.1% |
| 30D | -3.2% | -13.9% | +10.7% | -0.7% |
| 3M | -12.0% | -29.2% | +17.3% | -7.4% |
| 6M | -19.9% | -36.1% | +16.2% | -15.0% |
| YTD | -30.6% | -40.2% | +9.6% | -27.1% |
| 1Y | -17.7% | -36.2% | +18.5% | -16.1% |
| 3Y | -14.2% | +47.5% | -61.7% | -33.6% |
| 5Y | +9.6% | +39.3% | -29.6% | -18.9% |
| 10Y | +5.7% | +482.6% | -476.9% | -54.5% |
| All | -32.4% | +478.6% | -511.0% | -75.6% |
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 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