+901.1%
ATI vs LTH
+142.9%
+758.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.8% |
| 7D | +6.2% | +4.5% | +1.7% | +4.8% |
| 30D | -7.1% | +16.3% | -23.4% | -10.8% |
| 3M | -21.3% | +8.4% | -29.7% | -23.2% |
| 6M | +6.5% | +40.3% | -33.8% | -3.4% |
| YTD | +53.2% | +77.3% | -24.1% | +29.7% |
| 1Y | +82.7% | +88.0% | -5.2% | +52.3% |
| 3Y | +314.3% | +274.3% | +40.0% | +191.1% |
| All | +901.1% | +142.9% | +758.2% | +604.3% |
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 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