+18.5%
LHX vs ATI
+1,021.8%
-1,003.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | -0.3% |
| 7D | -4.8% | -2.7% | -2.1% | -4.4% |
| 30D | -12.7% | -13.5% | +0.8% | -10.9% |
| 3M | -17.6% | +8.5% | -26.2% | -19.0% |
| 6M | -30.7% | +25.2% | -55.9% | -33.7% |
| YTD | -14.3% | +73.4% | -87.8% | -22.0% |
| 1Y | -8.4% | +160.5% | -168.9% | -21.7% |
| 3Y | +56.7% | +347.3% | -290.6% | +19.0% |
| 5Y | +18.5% | +1,049.0% | -1,030.5% | -20.1% |
| All | +18.5% | +1,021.8% | -1,003.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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