+5.7%
LVS vs ATI
+1,086.3%
-1,080.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.7% | +2.4% | -5.1% | -3.3% |
| 30D | -4.7% | -9.5% | +4.8% | -2.3% |
| 3M | -15.6% | +10.4% | -25.9% | -18.5% |
| 6M | -18.6% | +31.8% | -50.4% | -25.8% |
| YTD | -32.3% | +80.0% | -112.2% | -43.6% |
| 1Y | -18.0% | +175.8% | -193.8% | -39.9% |
| 3Y | -5.8% | +364.2% | -370.1% | -44.9% |
| 5Y | +5.7% | +1,076.9% | -1,071.1% | -56.8% |
| All | +5.7% | +1,086.3% | -1,080.6% | -56.8% |
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