+5,661.9%
LMT vs ATI
+957.9%
+4,704.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.9% |
| 7D | +5.1% | +4.2% | +1.0% | +4.6% |
| 30D | +14.1% | -2.5% | +16.7% | +14.2% |
| 3M | +0.3% | -19.4% | +19.7% | +2.6% |
| 6M | +16.1% | +11.1% | +5.0% | +13.8% |
| YTD | +25.5% | +59.5% | -34.1% | +17.0% |
| 1Y | +34.1% | +85.8% | -51.6% | +22.7% |
| 3Y | +45.1% | +311.9% | -266.8% | +16.9% |
| 5Y | +100.9% | +963.2% | -862.3% | +40.4% |
| 10Y | +199.4% | +977.6% | -778.2% | +91.5% |
| All | +5,661.9% | +957.9% | +4,704.0% | +2,945.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling