+7.7%
AVTR vs LPLA
+278.6%
-270.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.4% |
| 7D | +3.2% | -2.8% | +5.9% | +4.1% |
| 30D | +0.5% | -10.2% | +10.6% | +3.6% |
| 3M | +12.1% | -22.3% | +34.4% | +21.4% |
| 6M | +91.2% | -0.5% | +91.7% | +87.4% |
| YTD | +36.3% | -17.9% | +54.2% | +43.1% |
| 1Y | +35.2% | -22.0% | +57.3% | +44.6% |
| 3Y | -15.8% | +29.4% | -45.2% | -28.9% |
| 5Y | -58.9% | +81.2% | -140.2% | -72.6% |
| All | +7.7% | +278.6% | -270.9% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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