+17.2%
LMT vs ATI
+163.6%
-146.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.7% | +1.4% |
| 7D | -0.5% | -2.7% | +2.2% | -0.3% |
| 30D | -10.8% | -13.5% | +2.7% | -9.7% |
| 3M | +1.6% | +8.5% | -6.9% | +0.7% |
| 6M | -17.6% | +25.2% | -42.7% | -19.5% |
| YTD | +11.6% | +73.4% | -61.8% | +7.3% |
| 1Y | +17.2% | +160.5% | -143.3% | +12.5% |
| All | +17.2% | +163.6% | -146.4% | +12.5% |
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 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