-64.5%
AVTR vs LH
+28.2%
-92.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.7% |
| 7D | +1.6% | -3.2% | +4.8% | +3.6% |
| 30D | +8.4% | +0.1% | +8.2% | +8.3% |
| 3M | +50.2% | +18.6% | +31.5% | +34.3% |
| 6M | +82.6% | +17.9% | +64.6% | +63.7% |
| YTD | +29.8% | +28.9% | +0.9% | +9.4% |
| 1Y | +16.0% | +16.6% | -0.6% | +4.2% |
| 3Y | -26.4% | +63.6% | -90.0% | -47.0% |
| 5Y | -64.5% | +30.0% | -94.5% | -70.8% |
| All | -64.5% | +28.2% | -92.7% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 5y: compounded portfolio wealth divided by compounded LH 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…
5y analysis · Full analysis span regression · 6 months rolling