+162.9%
ATI vs LDOS
+509.1%
-346.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.1% |
| 7D | -3.8% | -3.7% | -0.1% | -1.9% |
| 30D | -13.5% | +16.4% | -29.9% | -22.5% |
| 3M | -17.9% | +7.4% | -25.3% | -23.1% |
| 6M | +8.4% | -0.3% | +8.7% | +4.8% |
| YTD | +46.7% | -24.0% | +70.7% | +65.5% |
| 1Y | +74.5% | -29.6% | +104.0% | +107.5% |
| 3Y | +303.7% | +35.1% | +268.6% | +185.3% |
| 5Y | +848.9% | +52.9% | +796.0% | +490.4% |
| 10Y | +1,089.7% | +262.2% | +827.5% | +299.4% |
| All | +162.9% | +509.1% | -346.2% | -44.9% |
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