+115.2%
LMT vs AVTR
+5.6%
+109.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +5.1% | +0.5% | +4.7% | +5.1% |
| 30D | +14.1% | -1.0% | +15.2% | +14.2% |
| 3M | +0.3% | +12.2% | -11.9% | -0.7% |
| 6M | +16.1% | +97.5% | -81.4% | +9.1% |
| YTD | +25.5% | +35.6% | -10.1% | +21.5% |
| 1Y | +34.1% | +32.8% | +1.3% | +30.0% |
| 3Y | +45.1% | -16.5% | +61.6% | +44.0% |
| 5Y | +100.9% | -59.1% | +160.1% | +115.2% |
| All | +115.2% | +5.6% | +109.6% | +100.7% |
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