+5.2%
AVTR vs LII
+54.0%
-48.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +2.4% |
| 7D | +7.4% | +2.1% | +5.3% | +6.5% |
| 30D | +12.2% | -12.4% | +24.6% | +18.2% |
| 3M | +57.4% | -24.8% | +82.2% | +71.1% |
| 6M | +86.7% | -25.2% | +111.8% | +101.5% |
| YTD | +33.1% | -20.3% | +53.3% | +38.6% |
| 1Y | +16.1% | -32.9% | +49.1% | +31.7% |
| 3Y | -24.6% | +2.0% | -26.7% | -30.8% |
| 5Y | -63.5% | +24.4% | -87.9% | -70.4% |
| All | +5.2% | +54.0% | -48.8% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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