+41.0%
LLY vs ATI
+77.9%
-37.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.2% |
| 7D | -4.5% | +6.2% | -10.6% | -5.0% |
| 30D | +13.9% | -7.1% | +21.0% | +14.5% |
| 3M | +13.8% | -21.3% | +35.1% | +16.8% |
| 6M | +37.6% | +6.5% | +31.1% | +31.9% |
| YTD | +26.6% | +53.2% | -26.6% | +15.9% |
| All | +41.0% | +77.9% | -37.0% | +22.4% |
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