+35.1%
LMT vs ATI
+358.3%
-323.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -1.3% | +2.4% | -3.7% | -1.5% |
| 30D | -12.5% | -9.5% | -3.0% | -12.0% |
| 3M | -0.5% | +10.4% | -10.8% | -1.2% |
| 6M | -20.0% | +31.8% | -51.8% | -21.6% |
| YTD | +10.4% | +80.0% | -69.6% | +6.4% |
| 1Y | +17.7% | +175.8% | -158.1% | +11.0% |
| All | +35.1% | +358.3% | -323.2% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling