+36.1%
LVS vs ATI
+995.6%
-959.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.8% |
| 7D | -3.9% | +13.0% | -16.8% | -8.8% |
| 30D | +7.1% | +0.2% | +6.9% | +6.1% |
| 3M | -13.2% | -17.5% | +4.3% | -7.3% |
| 6M | -22.8% | +18.1% | -40.9% | -30.1% |
| YTD | -38.0% | +65.7% | -103.7% | -51.9% |
| 1Y | -39.5% | +91.9% | -131.4% | -56.0% |
| 3Y | -12.2% | +335.2% | -347.4% | -58.5% |
| 5Y | +6.4% | +1,004.3% | -997.9% | -68.4% |
| 10Y | -13.3% | +1,019.2% | -1,032.5% | -81.0% |
| All | +36.1% | +995.6% | -959.5% | -76.4% |
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 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