+930.3%
ATI vs LEN
+136.9%
+793.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.7% |
| 7D | +4.2% | -5.8% | +9.9% | +6.8% |
| 30D | -2.5% | +13.7% | -16.2% | -9.2% |
| 3M | -19.4% | -3.9% | -15.6% | -19.7% |
| 6M | +11.1% | -0.4% | +11.4% | +8.0% |
| YTD | +59.5% | -16.8% | +76.4% | +67.4% |
| 1Y | +85.8% | -29.5% | +115.3% | +109.0% |
| 3Y | +311.9% | -25.6% | +337.5% | +324.5% |
| 5Y | +963.2% | -13.2% | +976.5% | +865.6% |
| All | +930.3% | +136.9% | +793.4% | +332.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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