+7.2%
AVTR vs LSCC
+739.7%
-732.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.9% |
| 7D | +0.5% | +7.0% | -6.5% | -1.5% |
| 30D | -1.0% | -2.3% | +1.3% | -1.4% |
| 3M | +12.2% | -12.5% | +24.7% | +14.0% |
| 6M | +97.5% | -10.6% | +108.0% | +94.9% |
| YTD | +35.6% | +52.7% | -17.1% | +11.3% |
| 1Y | +32.8% | +74.0% | -41.1% | +4.5% |
| 3Y | -16.5% | +104.8% | -121.3% | -42.7% |
| 5Y | -59.1% | +36.2% | -95.4% | -70.4% |
| All | +7.2% | +739.7% | -732.5% | -59.6% |
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