+4,977.8%
LMT vs ATI
+1,117.2%
+3,860.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.8% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -8.5% | +2.7% | -11.2% | -8.9% |
| 3M | +1.8% | +16.3% | -14.5% | -0.3% |
| 6M | -19.9% | +30.2% | -50.1% | -23.0% |
| YTD | +10.6% | +83.6% | -73.0% | +1.7% |
| 1Y | +17.9% | +173.0% | -155.1% | +2.9% |
| 3Y | +27.0% | +356.6% | -329.7% | +1.2% |
| 5Y | +68.7% | +1,074.2% | -1,005.5% | +16.6% |
| 10Y | +181.1% | +1,136.2% | -955.1% | +76.4% |
| All | +4,977.8% | +1,117.2% | +3,860.7% | +2,547.2% |
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