-17.0%
LVS vs AVTR
+1.7%
-18.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -1.5% | +2.7% | -4.2% | -2.2% |
| 30D | -3.2% | +12.1% | -15.3% | -6.2% |
| 3M | -12.0% | +57.2% | -69.2% | -22.7% |
| 6M | -19.9% | +73.1% | -93.0% | -31.6% |
| YTD | -30.6% | +30.6% | -61.3% | -36.6% |
| 1Y | -17.7% | +13.5% | -31.2% | -23.6% |
| 3Y | -14.2% | -31.0% | +16.8% | -11.5% |
| 5Y | +9.6% | -63.2% | +72.9% | +35.2% |
| All | -17.0% | +1.7% | -18.7% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling