+1,493.1%
LITE vs ATI
+961.4%
+531.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.8% | -3.0% |
| 7D | +10.8% | +4.2% | +6.6% | +9.3% |
| 30D | -33.4% | -2.5% | -30.9% | -32.5% |
| 3M | -32.2% | -19.4% | -12.8% | -25.8% |
| 6M | -42.1% | +11.1% | -53.2% | -43.5% |
| YTD | +61.9% | +59.5% | +2.3% | +40.2% |
| 1Y | +163.0% | +85.8% | +77.2% | +117.1% |
| 3Y | +1,358.0% | +311.9% | +1,046.1% | +820.7% |
| 5Y | +549.9% | +963.2% | -413.3% | +200.7% |
| All | +1,493.1% | +961.4% | +531.7% | +579.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling