+2.1%
AVTR vs LNT
+77.3%
-75.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.1% | -1.0% | 0.0% | -0.7% |
| 30D | +6.3% | -4.2% | +10.6% | +7.9% |
| 3M | +53.3% | -6.7% | +60.0% | +56.6% |
| 6M | +78.6% | -3.6% | +82.2% | +79.7% |
| YTD | +29.2% | +5.9% | +23.3% | +25.1% |
| 1Y | +13.8% | +7.3% | +6.6% | +9.4% |
| 3Y | -27.4% | +46.5% | -73.9% | -39.2% |
| 5Y | -65.0% | +32.5% | -97.5% | -69.8% |
| All | +2.1% | +77.3% | -75.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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