+173.0%
ATI vs LTH
+54.1%
+118.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | -0.1% | -0.6% | +0.6% | +0.1% |
| 30D | +2.7% | -4.6% | +7.3% | +3.4% |
| 3M | +16.3% | +32.8% | -16.5% | +8.3% |
| 6M | +30.2% | +64.6% | -34.4% | +15.6% |
| YTD | +83.6% | +62.6% | +20.9% | +62.4% |
| 1Y | +173.0% | +49.9% | +123.1% | +148.3% |
| All | +173.0% | +54.1% | +118.9% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling