-63.5%
AVTR vs LTH
+160.9%
-224.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | +2.7% | -0.6% | +3.3% | +2.8% |
| 30D | +12.1% | -4.6% | +16.6% | +13.1% |
| 3M | +57.2% | +32.8% | +24.4% | +47.6% |
| 6M | +73.1% | +64.6% | +8.4% | +54.3% |
| YTD | +30.6% | +62.6% | -32.0% | +16.7% |
| 1Y | +13.5% | +49.9% | -36.5% | +3.1% |
| 3Y | -31.0% | +151.3% | -182.4% | -44.8% |
| All | -63.5% | +160.9% | -224.4% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling