+1,076.9%
ATI vs LEN
-10.6%
+1,087.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +2.4% | -3.4% | +5.8% | +3.5% |
| 30D | -9.5% | -5.7% | -3.8% | -8.0% |
| 3M | +10.4% | -12.2% | +22.6% | +14.4% |
| 6M | +31.8% | -18.3% | +50.1% | +39.5% |
| YTD | +80.0% | -20.2% | +100.2% | +91.0% |
| 1Y | +175.8% | -40.1% | +215.9% | +217.0% |
| 3Y | +364.2% | -26.2% | +390.4% | +378.8% |
| 5Y | +1,076.9% | -9.8% | +1,086.7% | +978.0% |
| All | +1,076.9% | -10.6% | +1,087.5% | +978.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling