-16.5%
AVTR vs LII
-8.2%
-8.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +0.5% | +2.9% | -2.5% | -0.5% |
| 30D | -1.0% | +0.9% | -1.9% | -1.6% |
| 3M | +12.2% | -15.5% | +27.7% | +18.1% |
| 6M | +97.5% | -30.2% | +127.7% | +114.0% |
| YTD | +35.6% | -26.8% | +62.4% | +40.8% |
| 1Y | +32.8% | -25.3% | +58.1% | +36.0% |
| 3Y | -16.5% | -7.8% | -8.7% | -20.0% |
| All | -16.5% | -8.2% | -8.3% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling