+1,091.6%
ATI vs LH
+179.1%
+912.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.8% | -1.2% |
| 7D | -2.7% | -7.4% | +4.7% | +1.5% |
| 30D | -13.5% | -4.6% | -8.9% | -11.3% |
| 3M | +8.5% | +14.5% | -6.0% | -0.3% |
| 6M | +25.2% | +14.8% | +10.4% | +14.7% |
| YTD | +73.4% | +23.3% | +50.1% | +52.0% |
| 1Y | +160.5% | +13.6% | +146.9% | +136.9% |
| 3Y | +347.3% | +56.3% | +290.9% | +227.0% |
| 5Y | +1,049.0% | +25.2% | +1,023.8% | +834.8% |
| All | +1,091.6% | +179.1% | +912.5% | +434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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