+7.7%
AVTR vs LSCC
+788.3%
-780.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.1% |
| 7D | +3.2% | +21.2% | -18.1% | -2.0% |
| 30D | +0.5% | -1.9% | +2.3% | -0.1% |
| 3M | +12.1% | -8.1% | +20.2% | +12.5% |
| 6M | +91.2% | -5.2% | +96.4% | +86.0% |
| YTD | +36.3% | +61.5% | -25.2% | +10.4% |
| 1Y | +35.2% | +81.3% | -46.0% | +5.4% |
| 3Y | -15.8% | +108.7% | -124.5% | -42.4% |
| 5Y | -58.9% | +44.1% | -103.1% | -70.7% |
| All | +7.7% | +788.3% | -780.5% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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