+124.7%
LITE vs ATI
+81.8%
+43.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.2% | +1.1% |
| 7D | -35.9% | +6.2% | -42.1% | -39.9% |
| 30D | -51.5% | -7.1% | -44.4% | -47.4% |
| 3M | -35.7% | -21.3% | -14.4% | -16.9% |
| 6M | -43.0% | +6.5% | -49.5% | -46.3% |
| YTD | +46.1% | +53.2% | -7.1% | -16.4% |
| 1Y | +124.7% | +82.7% | +42.0% | -6.7% |
| All | +124.7% | +81.8% | +43.0% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling