+6.4%
LVS vs AVTR
-64.6%
+71.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -3.5% | -1.1% | -2.4% | -3.3% |
| 30D | -6.2% | +6.3% | -12.6% | -7.5% |
| 3M | -14.8% | +53.3% | -68.1% | -23.2% |
| 6M | -20.9% | +78.6% | -99.5% | -31.2% |
| YTD | -33.0% | +29.2% | -62.3% | -37.9% |
| 1Y | -20.0% | +13.8% | -33.9% | -25.0% |
| 3Y | -6.9% | -27.4% | +20.5% | -6.2% |
| All | +6.4% | -64.6% | +71.0% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling