+1,141.3%
ATI vs LH
+4,252.7%
-3,111.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.6% |
| 7D | -0.1% | -2.5% | +2.4% | +1.1% |
| 30D | +2.7% | +4.3% | -1.6% | +0.7% |
| 3M | +16.3% | +25.5% | -9.2% | +4.3% |
| 6M | +30.2% | +17.0% | +13.2% | +20.5% |
| YTD | +83.6% | +31.3% | +52.3% | +60.9% |
| 1Y | +173.0% | +20.0% | +153.0% | +147.3% |
| 3Y | +356.6% | +63.9% | +292.8% | +253.6% |
| 5Y | +1,074.2% | +30.9% | +1,043.3% | +885.6% |
| 10Y | +1,136.2% | +191.4% | +944.8% | +614.2% |
| All | +1,141.3% | +4,252.7% | -3,111.5% | +354.2% |
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