+77.4%
LNG vs AVTR
-27.0%
+104.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -4.7% | -1.1% | -3.6% | -4.7% |
| 30D | +3.8% | +6.3% | -2.5% | +3.6% |
| 3M | +16.2% | +53.3% | -37.2% | +14.9% |
| 6M | +11.7% | +78.6% | -67.0% | +10.0% |
| YTD | +44.2% | +29.2% | +15.0% | +43.8% |
| 1Y | +18.6% | +13.8% | +4.7% | +18.9% |
| 3Y | +77.4% | -27.4% | +104.8% | +76.3% |
| All | +77.4% | -27.0% | +104.4% | +76.3% |
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