+369.3%
ATI vs LTH
+157.9%
+211.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.9% |
| 3M | +16.3% | +32.8% | -16.5% | +6.0% |
| 6M | +30.2% | +64.6% | -34.4% | +10.5% |
| YTD | +83.6% | +62.6% | +20.9% | +55.7% |
| 1Y | +173.0% | +49.9% | +123.1% | +136.8% |
| All | +369.3% | +157.9% | +211.3% | +252.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling