+1,098.9%
ATI vs LDOS
+43.9%
+1,055.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | -0.1% | -5.4% | +5.4% | +1.8% |
| 30D | +2.7% | +4.9% | -2.2% | +0.9% |
| 3M | +16.3% | +7.2% | +9.1% | +13.1% |
| 6M | +30.2% | -24.2% | +54.4% | +43.4% |
| YTD | +83.6% | -25.8% | +109.4% | +101.7% |
| 1Y | +173.0% | -24.7% | +197.7% | +197.8% |
| 3Y | +356.6% | +39.3% | +317.4% | +254.7% |
| All | +1,098.9% | +43.9% | +1,055.0% | +786.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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