+25.9%
LMT vs ATI
+86.4%
-60.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.8% |
| 7D | -5.5% | +8.3% | -13.9% | -5.9% |
| 30D | +17.5% | -7.3% | +24.7% | +17.9% |
| 3M | +1.6% | -10.5% | +12.1% | +2.3% |
| 6M | +16.3% | +16.4% | -0.1% | +13.5% |
| YTD | +25.3% | +56.1% | -30.8% | +17.2% |
| 1Y | +25.9% | +86.5% | -60.6% | +17.2% |
| All | +25.9% | +86.4% | -60.6% | +17.2% |
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