-63.7%
AVTR vs LTH
+152.0%
-215.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | +1.6% | -4.0% | +5.6% | +2.5% |
| 30D | +8.4% | -1.7% | +10.0% | +8.7% |
| 3M | +50.2% | +28.0% | +22.2% | +42.0% |
| 6M | +82.6% | +54.1% | +28.5% | +65.2% |
| YTD | +29.8% | +57.1% | -27.2% | +16.9% |
| 1Y | +16.0% | +45.8% | -29.8% | +6.0% |
| 3Y | -26.4% | +157.6% | -184.0% | -41.3% |
| All | -63.7% | +152.0% | -215.7% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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