+446.1%
LITE vs ATI
+894.3%
-448.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.0% | -12.7% | -15.3% |
| 7D | -44.6% | -3.8% | -40.8% | -43.4% |
| 30D | -55.0% | -13.5% | -41.5% | -51.1% |
| 3M | -38.3% | -17.9% | -20.4% | -30.9% |
| 6M | -48.8% | +8.4% | -57.1% | -50.0% |
| YTD | +38.3% | +46.7% | -8.4% | +18.2% |
| 1Y | +119.0% | +74.5% | +44.5% | +74.0% |
| 3Y | +1,092.0% | +303.7% | +788.3% | +567.9% |
| 5Y | +446.1% | +848.9% | -402.9% | +144.8% |
| All | +446.1% | +894.3% | -448.3% | +144.8% |
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 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