-9.5%
LVS vs ATI
+961.4%
-970.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.4% | +3.8% |
| 7D | -0.8% | +4.2% | -5.0% | -2.2% |
| 30D | +10.0% | -2.5% | +12.5% | +10.2% |
| 3M | -11.0% | -19.4% | +8.4% | -6.2% |
| 6M | -20.1% | +11.1% | -31.2% | -24.1% |
| YTD | -36.3% | +59.5% | -95.9% | -46.2% |
| 1Y | -36.8% | +85.8% | -122.6% | -49.1% |
| 3Y | -9.5% | +311.9% | -321.4% | -45.8% |
| 5Y | +9.3% | +963.2% | -953.9% | -53.0% |
| All | -9.5% | +961.4% | -970.9% | -63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling