+361.3%
LRCX vs AVTR
-26.6%
+387.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +1.8% | -2.0% | +3.9% | +2.2% |
| 30D | -4.3% | +8.1% | -12.4% | -5.7% |
| 3M | -7.3% | +54.2% | -61.5% | -16.8% |
| 6M | +38.6% | +82.6% | -44.0% | +19.2% |
| YTD | +74.4% | +29.8% | +44.6% | +61.1% |
| 1Y | +179.1% | +18.0% | +161.1% | +157.3% |
| All | +361.3% | -26.6% | +387.9% | +374.2% |
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