+3.2%
AVTR vs LSCC
+766.2%
-763.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.3% |
| 30D | +12.1% | -9.7% | +21.7% | +14.8% |
| 3M | +57.2% | -23.7% | +81.0% | +65.8% |
| 6M | +73.1% | +26.5% | +46.6% | +55.9% |
| YTD | +30.6% | +57.5% | -26.9% | +8.2% |
| 1Y | +13.5% | +75.7% | -62.2% | -10.1% |
| 3Y | -31.0% | +19.5% | -50.5% | -42.8% |
| 5Y | -63.2% | +83.8% | -147.0% | -75.9% |
| All | +3.2% | +766.2% | -763.0% | -60.8% |
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