+335.3%
LNG vs AVTR
+0.6%
+334.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -4.7% | -1.1% | -3.6% | -4.5% |
| 30D | +3.8% | +6.3% | -2.5% | +2.6% |
| 3M | +16.2% | +53.3% | -37.2% | +6.8% |
| 6M | +11.7% | +78.6% | -67.0% | -0.7% |
| YTD | +44.2% | +29.2% | +15.0% | +35.8% |
| 1Y | +18.6% | +13.8% | +4.7% | +12.9% |
| 3Y | +77.4% | -27.4% | +104.8% | +80.1% |
| 5Y | +232.3% | -65.0% | +297.3% | +307.5% |
| All | +335.3% | +0.6% | +334.7% | +249.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling