+28,854.5%
LNG vs ATI
+1,117.2%
+27,737.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.6% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +14.9% | +2.7% | +12.2% | +13.5% |
| 3M | +21.4% | +16.3% | +5.1% | +14.3% |
| 6M | +17.8% | +30.2% | -12.4% | +5.1% |
| YTD | +51.3% | +83.6% | -32.3% | +20.3% |
| 1Y | +24.4% | +173.0% | -148.6% | -14.2% |
| 3Y | +79.7% | +356.6% | -277.0% | -1.9% |
| 5Y | +241.3% | +1,074.2% | -832.9% | +28.1% |
| 10Y | +603.1% | +1,136.2% | -533.1% | +101.0% |
| All | +28,854.5% | +1,117.2% | +27,737.4% | +8,157.6% |
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