+5.0%
LVS vs AVTR
-58.9%
+63.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +10.0% | -1.0% | +11.0% | +10.1% |
| 3M | -11.0% | +12.2% | -23.2% | -13.7% |
| 6M | -20.1% | +97.5% | -117.6% | -33.1% |
| YTD | -36.3% | +35.6% | -71.9% | -42.0% |
| 1Y | -36.8% | +32.8% | -69.7% | -42.2% |
| 3Y | -9.5% | -16.5% | +7.0% | -12.6% |
| All | +5.0% | -58.9% | +63.9% | +38.0% |
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