+1,344.4%
LITE vs AVTR
-15.3%
+1,359.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.4% |
| 7D | -13.9% | -0.1% | -13.8% | -13.7% |
| 30D | -46.9% | -0.6% | -46.3% | -46.7% |
| 3M | -28.0% | +13.4% | -41.4% | -29.3% |
| 6M | -35.2% | +87.4% | -122.6% | -43.2% |
| YTD | +58.9% | +35.9% | +23.0% | +49.5% |
| 1Y | +125.3% | +35.4% | +89.9% | +111.9% |
| 3Y | +1,344.4% | -16.1% | +1,360.5% | +1,244.1% |
| All | +1,344.4% | -15.3% | +1,359.8% | +1,244.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling