+541.2%
LITE vs AVTR
-59.8%
+601.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.3% |
| 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% | -29.8% |
| 6M | -35.2% | +87.4% | -122.6% | -45.2% |
| YTD | +58.9% | +35.9% | +23.0% | +45.6% |
| 1Y | +125.3% | +35.4% | +89.9% | +106.3% |
| 3Y | +1,344.4% | -16.1% | +1,360.5% | +1,368.6% |
| 5Y | +541.2% | -59.4% | +600.5% | +731.9% |
| All | +541.2% | -59.8% | +601.0% | +731.9% |
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