+1,121.0%
ATI vs LTH
+156.3%
+964.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | +3.2% | +1.5% | +1.6% | +2.7% |
| 30D | -9.0% | -3.1% | -5.9% | -8.3% |
| 3M | +15.1% | +28.1% | -13.0% | +7.2% |
| 6M | +38.1% | +67.4% | -29.3% | +19.3% |
| YTD | +80.7% | +59.8% | +20.9% | +57.4% |
| 1Y | +167.5% | +45.6% | +121.9% | +138.1% |
| 3Y | +366.0% | +162.0% | +204.0% | +254.5% |
| All | +1,121.0% | +156.3% | +964.7% | +773.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling