-4.4%
LVS vs ATI
+361.7%
-366.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +0.3% | +3.2% | -2.9% | -0.3% |
| 30D | -3.9% | -9.0% | +5.1% | -2.3% |
| 3M | -12.9% | +15.1% | -27.9% | -15.9% |
| 6M | -16.9% | +38.1% | -55.1% | -23.3% |
| YTD | -31.2% | +80.7% | -111.9% | -40.2% |
| 1Y | -16.4% | +167.5% | -183.9% | -33.4% |
| 3Y | -4.4% | +366.0% | -370.4% | -36.4% |
| All | -4.4% | +361.7% | -366.2% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling