+189.0%
LMT vs ATI
+1,155.5%
-966.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.7% | +1.6% |
| 7D | -0.5% | -2.7% | +2.2% | -0.2% |
| 30D | -10.8% | -13.5% | +2.7% | -9.0% |
| 3M | +1.6% | +8.5% | -6.9% | +0.1% |
| 6M | -17.6% | +25.2% | -42.7% | -20.6% |
| YTD | +11.6% | +73.4% | -61.8% | +2.5% |
| 1Y | +17.2% | +160.5% | -143.3% | +1.3% |
| 3Y | +35.7% | +347.3% | -311.6% | +5.0% |
| 5Y | +75.2% | +1,049.0% | -973.8% | +13.7% |
| All | +189.0% | +1,155.5% | -966.5% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling