+73.0%
LMT vs AVTR
-64.6%
+137.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -0.2% | -1.1% | +0.9% | -0.2% |
| 30D | -13.1% | +6.3% | -19.4% | -13.2% |
| 3M | -3.9% | +53.3% | -57.2% | -5.3% |
| 6M | -18.3% | +78.6% | -96.9% | -19.9% |
| YTD | +10.3% | +29.2% | -18.9% | +9.1% |
| 1Y | +14.2% | +13.8% | +0.4% | +13.1% |
| 3Y | +35.0% | -27.4% | +62.4% | +35.4% |
| All | +73.0% | -64.6% | +137.6% | +72.4% |
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