+213.6%
LNG vs ATI
+959.5%
-746.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.3% |
| 7D | +11.3% | +4.2% | +7.2% | +10.7% |
| 30D | +10.6% | -2.5% | +13.2% | +10.8% |
| 3M | +16.1% | -19.4% | +35.5% | +19.4% |
| 6M | +29.6% | +11.1% | +18.5% | +26.0% |
| YTD | +60.3% | +59.5% | +0.8% | +44.4% |
| 1Y | +46.1% | +85.8% | -39.7% | +27.4% |
| 3Y | +85.9% | +311.9% | -226.0% | +29.8% |
| All | +213.6% | +959.5% | -746.0% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling