-42.8%
LULU vs AVTR
+0.6%
-43.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.3% |
| 7D | -1.6% | -1.1% | -0.6% | -1.2% |
| 30D | -18.1% | +6.3% | -24.4% | -19.9% |
| 3M | -18.8% | +53.3% | -72.1% | -31.7% |
| 6M | -39.2% | +78.6% | -117.9% | -51.8% |
| YTD | -52.4% | +29.2% | -81.6% | -57.6% |
| 1Y | -40.3% | +13.8% | -54.1% | -45.4% |
| 3Y | -75.1% | -27.4% | -47.7% | -74.2% |
| 5Y | -76.7% | -65.0% | -11.7% | -68.3% |
| All | -42.8% | +0.6% | -43.4% | -52.3% |
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 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