+1,141.3%
ATI vs LEN
+1,397.4%
-256.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.4% |
| 7D | -0.1% | -3.2% | +3.1% | +1.3% |
| 30D | +2.7% | -4.9% | +7.6% | +4.5% |
| 3M | +16.3% | -8.5% | +24.8% | +19.8% |
| 6M | +30.2% | -20.7% | +50.8% | +42.6% |
| YTD | +83.6% | -17.4% | +101.0% | +96.4% |
| 1Y | +173.0% | -38.2% | +211.3% | +227.2% |
| 3Y | +356.6% | -24.9% | +381.5% | +382.6% |
| 5Y | +1,074.2% | -11.4% | +1,085.6% | +1,007.7% |
| 10Y | +1,136.2% | +110.0% | +1,026.2% | +658.3% |
| All | +1,141.3% | +1,397.4% | -256.2% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling