+7.7%
AVTR vs LNT
+94.1%
-86.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | +0.5% | +9.9% | -9.5% | -2.8% |
| 3M | +12.1% | +4.8% | +7.3% | +10.2% |
| 6M | +91.2% | +2.2% | +89.0% | +88.8% |
| YTD | +36.3% | +15.9% | +20.4% | +27.8% |
| 1Y | +35.2% | +10.6% | +24.7% | +29.1% |
| 3Y | -15.8% | +66.1% | -81.9% | -32.6% |
| 5Y | -58.9% | +55.6% | -114.5% | -66.7% |
| All | +7.7% | +94.1% | -86.3% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling