+446.1%
LITE vs PATH
-78.0%
+524.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -38.6% |
| 6M | -48.8% | +21.6% | -70.3% | -52.8% |
| YTD | +38.3% | -20.6% | +58.9% | +39.7% |
| 1Y | +119.0% | -10.6% | +129.6% | +112.9% |
| 3Y | +1,092.0% | -24.9% | +1,116.9% | +1,036.2% |
| 5Y | +446.1% | -76.8% | +522.9% | +473.0% |
| All | +446.1% | -78.0% | +524.1% | +473.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling