+52.3%
LVS vs ATI
+1,113.7%
-1,061.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.5% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -3.2% | +2.7% | -5.9% | -4.7% |
| 3M | -12.0% | +16.3% | -28.3% | -18.6% |
| 6M | -19.9% | +30.2% | -50.1% | -30.1% |
| YTD | -30.6% | +83.6% | -114.2% | -47.9% |
| 1Y | -17.7% | +173.0% | -190.7% | -48.1% |
| 3Y | -14.2% | +356.6% | -370.9% | -59.9% |
| 5Y | +9.6% | +1,074.2% | -1,064.6% | -68.0% |
| 10Y | +5.7% | +1,136.2% | -1,130.5% | -78.2% |
| All | +52.3% | +1,113.7% | -1,061.4% | -74.4% |
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