-48.8%
LITE vs AVTR
+87.4%
-136.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.3% | -15.4% | -19.2% |
| 7D | -44.6% | -9.2% | -35.3% | -46.0% |
| 30D | -55.0% | -1.9% | -53.1% | -55.0% |
| 3M | -38.3% | +13.3% | -51.6% | -34.8% |
| 6M | -48.8% | +88.1% | -136.8% | -29.2% |
| All | -48.8% | +87.4% | -136.1% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling