+30,584.5%
LNG vs ATI
+957.9%
+29,626.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.9% |
| 7D | +11.3% | +4.2% | +7.2% | +9.9% |
| 30D | +10.6% | -2.5% | +13.2% | +10.7% |
| 3M | +16.1% | -19.4% | +35.5% | +22.9% |
| 6M | +29.6% | +11.1% | +18.5% | +22.2% |
| YTD | +60.3% | +59.5% | +0.8% | +32.0% |
| 1Y | +46.1% | +85.8% | -39.7% | +14.1% |
| 3Y | +85.9% | +311.9% | -226.0% | +4.2% |
| 5Y | +210.8% | +963.2% | -752.4% | +20.0% |
| 10Y | +808.8% | +977.6% | -168.8% | +172.9% |
| All | +30,584.5% | +957.9% | +29,626.5% | +8,962.7% |
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