+949.2%
ATI vs LII
+17.0%
+932.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.2% |
| 7D | +4.2% | +2.9% | +1.2% | +3.0% |
| 30D | -2.5% | +0.9% | -3.4% | -3.5% |
| 3M | -19.4% | -15.5% | -3.9% | -14.6% |
| 6M | +11.1% | -30.2% | +41.3% | +25.0% |
| YTD | +59.5% | -26.8% | +86.4% | +75.5% |
| 1Y | +85.8% | -25.3% | +111.0% | +102.6% |
| 3Y | +311.9% | -7.8% | +319.7% | +301.5% |
| All | +949.2% | +17.0% | +932.2% | +714.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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