+188.7%
ATI vs LDOS
+508.8%
-320.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.8% | +3.7% |
| 7D | +6.0% | -5.8% | +11.8% | +9.7% |
| 30D | -3.6% | +11.6% | -15.2% | -11.1% |
| 3M | -18.9% | -1.0% | -17.9% | -20.0% |
| 6M | +16.7% | +5.1% | +11.7% | +9.0% |
| YTD | +61.1% | -24.0% | +85.1% | +81.7% |
| 1Y | +89.3% | -30.3% | +119.6% | +126.6% |
| 3Y | +333.3% | +37.0% | +296.4% | +203.1% |
| 5Y | +954.5% | +53.4% | +901.1% | +554.5% |
| 10Y | +1,067.0% | +252.0% | +815.0% | +299.3% |
| All | +188.7% | +508.8% | -320.2% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling