+1,380.3%
LITE vs PATH
-21.4%
+1,401.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.9% | -10.7% | -8.4% |
| 7D | -31.4% | -4.8% | -26.6% | -30.7% |
| 30D | -42.6% | +2.7% | -45.2% | -42.9% |
| 3M | -26.2% | -4.2% | -22.0% | -27.1% |
| 6M | -35.8% | +24.7% | -60.5% | -41.5% |
| YTD | +70.0% | -17.6% | +87.6% | +73.2% |
| 1Y | +232.7% | -5.3% | +238.1% | +220.5% |
| All | +1,380.3% | -21.4% | +1,401.7% | +1,245.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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