+527.0%
ATI vs LBRT
-19.0%
+546.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.3% | -0.2% |
| 7D | +1.3% | -15.7% | +17.0% | +6.0% |
| 30D | -4.8% | -34.3% | +29.5% | +6.4% |
| 3M | -19.9% | -40.6% | +20.7% | -8.2% |
| 6M | +15.4% | -62.0% | +77.4% | +47.4% |
| YTD | +59.2% | -31.6% | +90.8% | +66.8% |
| 1Y | +86.3% | -25.8% | +112.1% | +89.5% |
| 3Y | +318.2% | -30.4% | +348.6% | +306.9% |
| 5Y | +958.6% | +18.7% | +940.0% | +711.9% |
| All | +527.0% | -19.0% | +546.1% | +289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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