+1,000.4%
LITE vs AVTR
+2.9%
+997.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.3% | -15.4% | -17.8% |
| 7D | -44.6% | -9.2% | -35.3% | -42.8% |
| 30D | -55.0% | -1.9% | -53.1% | -54.6% |
| 3M | -38.3% | +13.3% | -51.6% | -40.4% |
| 6M | -48.8% | +88.1% | -136.8% | -58.5% |
| YTD | +38.3% | +32.1% | +6.2% | +24.1% |
| 1Y | +119.0% | +30.7% | +88.2% | +96.6% |
| 3Y | +1,092.0% | -17.6% | +1,109.6% | +1,087.0% |
| 5Y | +446.1% | -60.3% | +506.4% | +589.6% |
| All | +1,000.4% | +2.9% | +997.5% | +891.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling