+3,406.8%
LITE vs ATI
+820.5%
+2,586.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.2% | +5.5% | +9.1% |
| 7D | -12.9% | +6.0% | -18.9% | -14.1% |
| 30D | -46.0% | -3.6% | -42.3% | -45.1% |
| 3M | -33.0% | -18.9% | -14.2% | -28.1% |
| 6M | -34.0% | +16.7% | -50.7% | -36.2% |
| YTD | +61.7% | +61.1% | +0.7% | +43.8% |
| 1Y | +148.3% | +89.3% | +59.0% | +111.9% |
| 3Y | +1,408.5% | +333.3% | +1,075.2% | +935.8% |
| 5Y | +546.2% | +954.5% | -408.3% | +255.2% |
| 10Y | +1,533.3% | +1,067.0% | +466.3% | +735.6% |
| All | +3,406.8% | +820.5% | +2,586.3% | +1,409.1% |
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 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