+1,187.0%
LITE vs AVTR
+8.1%
+1,179.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.8% | +7.8% | +9.9% |
| 7D | -12.9% | +1.9% | -14.8% | -13.1% |
| 30D | -46.0% | +1.5% | -47.5% | -46.0% |
| 3M | -33.0% | +17.1% | -50.1% | -35.8% |
| 6M | -34.0% | +91.5% | -125.5% | -46.7% |
| YTD | +61.7% | +38.8% | +22.9% | +43.3% |
| 1Y | +148.3% | +37.7% | +110.5% | +119.9% |
| 3Y | +1,408.5% | -13.5% | +1,422.0% | +1,383.4% |
| 5Y | +546.2% | -59.3% | +605.5% | +712.7% |
| All | +1,187.0% | +8.1% | +1,179.0% | +1,044.2% |
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