+1,004.4%
ATI vs LTH
+186.8%
+817.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +4.7% | +0.3% | +4.4% | +4.6% |
| 30D | -0.2% | +17.7% | -18.0% | -4.5% |
| 3M | -18.5% | +8.5% | -27.0% | -20.4% |
| 6M | +16.4% | +46.9% | -30.6% | +4.2% |
| YTD | +63.4% | +78.8% | -15.4% | +37.9% |
| 1Y | +91.5% | +84.9% | +6.6% | +60.2% |
| 3Y | +329.2% | +246.4% | +82.9% | +206.4% |
| 5Y | +966.7% | +129.6% | +837.2% | +676.5% |
| All | +1,004.4% | +186.8% | +817.6% | +665.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling