+17.9%
LMT vs ATI
+176.2%
-158.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.7% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -8.5% | +2.7% | -11.2% | -8.7% |
| 3M | +1.8% | +16.3% | -14.5% | +0.3% |
| 6M | -19.9% | +30.2% | -50.1% | -22.1% |
| YTD | +10.6% | +83.6% | -73.0% | +5.4% |
| 1Y | +17.9% | +173.0% | -155.1% | +11.4% |
| All | +17.9% | +176.2% | -158.3% | +11.4% |
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