-15.5%
AVTR vs LPLA
+33.3%
-48.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.5% |
| 7D | +0.5% | -3.2% | +3.7% | +1.1% |
| 30D | +1.5% | -8.6% | +10.2% | +3.1% |
| 3M | +14.2% | -18.7% | +32.9% | +18.7% |
| 6M | +97.4% | +4.5% | +92.8% | +93.0% |
| YTD | +37.3% | -15.3% | +52.6% | +41.2% |
| 1Y | +36.8% | -19.9% | +56.7% | +42.2% |
| All | -15.5% | +33.3% | -48.8% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling