+3.2%
AVTR vs LPLA
+365.0%
-361.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +2.7% | -3.1% | +5.7% | +3.8% |
| 30D | +12.1% | -0.1% | +12.1% | +12.0% |
| 3M | +57.2% | +23.2% | +34.0% | +44.7% |
| 6M | +73.1% | +15.5% | +57.5% | +62.4% |
| YTD | +30.6% | +0.9% | +29.7% | +28.8% |
| 1Y | +13.5% | +0.2% | +13.3% | +11.4% |
| 3Y | -31.0% | +55.2% | -86.2% | -44.8% |
| 5Y | -63.2% | +145.4% | -208.7% | -78.3% |
| All | +3.2% | +365.0% | -361.8% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling