+3,849.8%
LHX vs ATI
+1,048.5%
+2,801.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.3% | -5.6% | +1.4% | -3.1% |
| 30D | -15.1% | -13.7% | -1.4% | -12.6% |
| 3M | -21.0% | -0.4% | -20.6% | -21.3% |
| 6M | -32.0% | +26.2% | -58.2% | -36.0% |
| YTD | -15.3% | +73.2% | -88.5% | -25.6% |
| 1Y | -11.1% | +161.6% | -172.7% | -28.6% |
| 3Y | +54.0% | +346.2% | -292.2% | +5.9% |
| 5Y | +17.1% | +1,047.6% | -1,030.5% | -36.7% |
| 10Y | +225.8% | +1,130.0% | -904.2% | +47.2% |
| All | +3,849.8% | +1,048.5% | +2,801.3% | +1,223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling