+16.1%
AVTR vs LTH
+46.4%
-30.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.6% | +2.5% |
| 7D | +7.4% | +1.5% | +5.9% | +6.7% |
| 30D | +12.2% | -3.1% | +15.3% | +13.2% |
| 3M | +57.4% | +28.1% | +29.3% | +42.2% |
| 6M | +86.7% | +67.4% | +19.3% | +47.6% |
| YTD | +33.1% | +59.8% | -26.7% | +7.3% |
| 1Y | +16.1% | +45.6% | -29.4% | +5.3% |
| All | +16.1% | +46.4% | -30.3% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling