+5,083.9%
LITE vs ATI
+949.0%
+4,134.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.0% | +3.1% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | +6.7% | +2.7% | +4.0% | +5.8% |
| 3M | -6.8% | +16.3% | -23.1% | -10.4% |
| 6M | +29.4% | +30.2% | -0.7% | +20.7% |
| YTD | +139.1% | +83.6% | +55.5% | +103.0% |
| 1Y | +521.0% | +173.0% | +348.0% | +375.2% |
| 3Y | +1,535.3% | +356.6% | +1,178.6% | +990.5% |
| 5Y | +889.8% | +1,074.2% | -184.4% | +421.0% |
| 10Y | +2,400.7% | +1,136.2% | +1,264.5% | +1,125.7% |
| All | +5,083.9% | +949.0% | +4,134.8% | +2,029.7% |
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 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