+1,103.8%
LITE vs PATH
-24.3%
+1,128.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.7% | -15.0% | -17.9% |
| 7D | -44.6% | -5.6% | -39.0% | -43.8% |
| 30D | -55.0% | -0.7% | -54.3% | -54.9% |
| 3M | -38.3% | -5.9% | -32.5% | -38.8% |
| 6M | -48.8% | +21.6% | -70.3% | -53.0% |
| YTD | +38.3% | -20.6% | +58.9% | +42.1% |
| 1Y | +119.0% | -10.6% | +129.6% | +114.0% |
| All | +1,103.8% | -24.3% | +1,128.1% | +1,004.0% |
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