+6.7%
AVTR vs LSCC
+684.9%
-678.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -5.0% | +0.4% |
| 7D | -3.6% | +13.0% | -16.6% | -6.8% |
| 30D | +0.8% | -19.8% | +20.6% | +5.8% |
| 3M | +17.4% | -18.4% | +35.8% | +21.6% |
| 6M | +83.5% | -16.1% | +99.6% | +84.2% |
| YTD | +35.0% | +42.7% | -7.7% | +13.0% |
| 1Y | +36.7% | +68.0% | -31.3% | +8.5% |
| 3Y | -15.3% | +85.8% | -101.2% | -40.3% |
| 5Y | -59.5% | +28.0% | -87.5% | -70.2% |
| All | +6.7% | +684.9% | -678.2% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling