+89.6%
LMT vs AVTR
+1.7%
+87.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -6.3% | +2.7% | -8.9% | -6.5% |
| 30D | -8.5% | +12.1% | -20.5% | -9.4% |
| 3M | +1.8% | +57.2% | -55.4% | -2.3% |
| 6M | -19.9% | +73.1% | -93.0% | -24.0% |
| YTD | +10.6% | +30.6% | -20.1% | +7.4% |
| 1Y | +17.9% | +13.5% | +4.5% | +15.3% |
| 3Y | +27.0% | -31.0% | +58.0% | +28.7% |
| 5Y | +68.7% | -63.2% | +131.9% | +82.8% |
| All | +89.6% | +1.7% | +87.9% | +77.5% |
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