+36.5%
LMT vs AVTR
-26.6%
+63.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | -10.8% | +8.1% | -18.8% | -11.0% |
| 3M | +1.6% | +54.2% | -52.6% | +0.1% |
| 6M | -17.6% | +82.6% | -100.1% | -19.2% |
| YTD | +11.6% | +29.8% | -18.3% | +10.3% |
| 1Y | +17.2% | +18.0% | -0.8% | +15.9% |
| All | +36.5% | -26.6% | +63.1% | +35.8% |
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