-38.3%
LVS vs AVAV
+407.8%
-446.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.6% | -13.9% | -3.8% |
| 7D | +5.2% | +3.2% | +2.0% | +3.9% |
| 30D | +12.0% | -7.4% | +19.4% | +12.7% |
| 3M | -11.5% | -32.0% | +20.5% | -5.8% |
| 6M | -23.2% | -24.6% | +1.3% | -21.7% |
| YTD | -36.7% | -47.5% | +10.8% | -32.5% |
| 1Y | -36.8% | -61.5% | +24.7% | -28.4% |
| 3Y | -10.5% | +5.5% | -16.0% | -25.5% |
| 5Y | +5.1% | +35.7% | -30.7% | -23.0% |
| 10Y | -14.0% | +379.1% | -393.1% | -61.5% |
| All | -38.3% | +407.8% | -446.1% | -77.4% |
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 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