+10.4%
LVS vs AVTR
-64.7%
+75.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.0% |
| 7D | -2.7% | +1.6% | -4.3% | -3.1% |
| 30D | -4.7% | +8.4% | -13.1% | -6.4% |
| 3M | -15.6% | +50.2% | -65.7% | -23.4% |
| 6M | -18.6% | +82.6% | -101.2% | -29.7% |
| YTD | -32.3% | +29.8% | -62.1% | -37.2% |
| 1Y | -18.0% | +16.0% | -34.0% | -23.5% |
| 3Y | -5.8% | -26.4% | +20.6% | -5.4% |
| All | +10.4% | -64.7% | +75.0% | +33.8% |
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