+901.5%
LITE vs AVTR
-64.3%
+965.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.3% |
| 7D | -1.5% | +2.7% | -4.2% | -2.1% |
| 30D | +6.7% | +12.1% | -5.4% | +4.1% |
| 3M | -6.8% | +57.2% | -64.0% | -17.2% |
| 6M | +29.4% | +73.1% | -43.6% | +11.5% |
| YTD | +139.1% | +30.6% | +108.5% | +120.6% |
| 1Y | +521.0% | +13.5% | +507.5% | +480.1% |
| 3Y | +1,535.3% | -31.0% | +1,566.3% | +1,655.8% |
| All | +901.5% | -64.3% | +965.9% | +1,196.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling