+949.2%
ATI vs LH
+54.7%
+894.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | +4.2% | +1.1% | +3.1% | +3.8% |
| 30D | -2.5% | +16.7% | -19.3% | -7.2% |
| 3M | -19.4% | +15.1% | -34.5% | -23.0% |
| 6M | +11.1% | +46.3% | -35.3% | -2.5% |
| YTD | +59.5% | +48.8% | +10.8% | +39.2% |
| 1Y | +85.8% | +39.7% | +46.1% | +65.6% |
| 3Y | +311.9% | +87.0% | +224.9% | +224.2% |
| All | +949.2% | +54.7% | +894.5% | +685.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling