+1,116.4%
ATI vs LTH
+152.0%
+964.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +2.4% | -4.0% | +6.4% | +3.5% |
| 30D | -9.5% | -1.7% | -7.8% | -9.1% |
| 3M | +10.4% | +28.0% | -17.6% | +2.8% |
| 6M | +31.8% | +54.1% | -22.3% | +16.3% |
| YTD | +80.0% | +57.1% | +22.9% | +57.5% |
| 1Y | +175.8% | +45.8% | +130.1% | +145.3% |
| 3Y | +364.2% | +157.6% | +206.7% | +254.7% |
| All | +1,116.4% | +152.0% | +964.4% | +774.0% |
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