+2.1%
AVTR vs LEN
+71.0%
-68.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.3% |
| 7D | -1.1% | -4.8% | +3.7% | +0.7% |
| 30D | +6.3% | -6.6% | +12.9% | +8.9% |
| 3M | +53.3% | -15.7% | +69.0% | +62.7% |
| 6M | +78.6% | -16.6% | +95.3% | +89.7% |
| YTD | +29.2% | -21.3% | +50.6% | +39.4% |
| 1Y | +13.8% | -42.0% | +55.9% | +38.4% |
| 3Y | -27.4% | -27.9% | +0.5% | -20.3% |
| 5Y | -65.0% | -10.7% | -54.3% | -65.6% |
| All | +2.1% | +71.0% | -68.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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