+6.7%
AVTR vs LBRT
-19.9%
+26.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +1.6% |
| 7D | -3.6% | -29.1% | +25.5% | 0.0% |
| 30D | +0.8% | -38.4% | +39.2% | +6.0% |
| 3M | +17.4% | -40.1% | +57.4% | +23.5% |
| 6M | +83.5% | -62.9% | +146.4% | +102.7% |
| YTD | +35.0% | -34.5% | +69.5% | +37.1% |
| 1Y | +36.7% | -30.2% | +66.9% | +37.3% |
| 3Y | -15.3% | -37.5% | +22.1% | -17.1% |
| 5Y | -59.5% | +7.6% | -67.1% | -64.1% |
| All | +6.7% | -19.9% | +26.5% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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