+56.7%
LHX vs AVTR
+1.1%
+55.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.8% |
| 7D | -3.7% | +1.6% | -5.3% | -3.9% |
| 30D | -13.2% | +8.4% | -21.5% | -14.1% |
| 3M | -18.4% | +50.2% | -68.5% | -22.7% |
| 6M | -32.0% | +82.6% | -114.5% | -37.4% |
| YTD | -13.6% | +29.8% | -43.5% | -17.2% |
| 1Y | -6.0% | +16.0% | -21.9% | -9.3% |
| 3Y | +57.9% | -26.4% | +84.4% | +58.6% |
| 5Y | +19.2% | -64.5% | +83.7% | +32.9% |
| All | +56.7% | +1.1% | +55.6% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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