+1,188.0%
LITE vs AVTR
+5.6%
+1,182.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | +10.8% | +0.5% | +10.3% | +10.8% |
| 30D | -33.4% | -1.0% | -32.4% | -33.0% |
| 3M | -32.2% | +12.2% | -44.4% | -34.2% |
| 6M | -42.1% | +97.5% | -139.6% | -53.5% |
| YTD | +61.9% | +35.6% | +26.3% | +44.4% |
| 1Y | +163.0% | +32.8% | +130.2% | +135.8% |
| 3Y | +1,358.0% | -16.5% | +1,374.5% | +1,350.1% |
| 5Y | +549.9% | -59.1% | +609.1% | +714.9% |
| All | +1,188.0% | +5.6% | +1,182.5% | +1,053.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling