+978.9%
ATI vs LH
+4,833.1%
-3,854.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | +4.2% | +1.1% | +3.1% | +3.7% |
| 30D | -2.5% | +16.7% | -19.3% | -9.3% |
| 3M | -19.4% | +15.1% | -34.5% | -24.8% |
| 6M | +11.1% | +46.3% | -35.3% | -7.5% |
| YTD | +59.5% | +48.8% | +10.8% | +31.6% |
| 1Y | +85.8% | +39.7% | +46.1% | +57.6% |
| 3Y | +311.9% | +87.0% | +224.9% | +199.5% |
| 5Y | +963.2% | +53.0% | +910.2% | +730.0% |
| 10Y | +977.6% | +264.3% | +713.3% | +462.5% |
| All | +978.9% | +4,833.1% | -3,854.3% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling