+1,141.3%
ATI vs LII
+5,324.0%
-4,182.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.3% |
| 7D | -0.1% | -0.7% | +0.7% | +0.4% |
| 30D | +2.7% | -12.6% | +15.3% | +10.7% |
| 3M | +16.3% | -24.4% | +40.8% | +33.5% |
| 6M | +30.2% | -28.7% | +58.9% | +54.0% |
| YTD | +83.6% | -19.1% | +102.7% | +100.5% |
| 1Y | +173.0% | -29.7% | +202.7% | +221.6% |
| 3Y | +356.6% | +4.8% | +351.9% | +304.9% |
| 5Y | +1,074.2% | +24.6% | +1,049.6% | +793.0% |
| 10Y | +1,136.2% | +169.2% | +967.0% | +500.9% |
| All | +1,141.3% | +5,324.0% | -4,182.7% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling