-37.4%
LVS vs AVAV
+351.0%
-388.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.5% | -10.9% | -2.5% |
| 7D | +11.1% | -10.6% | +21.7% | +13.0% |
| 30D | +14.7% | -18.8% | +33.5% | +18.6% |
| 3M | -10.9% | -34.1% | +23.2% | -4.6% |
| 6M | -22.3% | -35.3% | +13.0% | -18.3% |
| YTD | -35.8% | -53.4% | +17.6% | -29.8% |
| 1Y | -33.5% | -65.6% | +32.2% | -22.8% |
| 3Y | -11.7% | -5.1% | -6.6% | -24.9% |
| 5Y | +2.6% | +18.5% | -15.9% | -22.5% |
| 10Y | -11.9% | +369.8% | -381.7% | -60.9% |
| All | -37.4% | +351.0% | -388.5% | -76.5% |
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