+901.5%
LITE vs PATH
-76.4%
+978.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -16.6% | +20.6% | +7.5% |
| 7D | -1.5% | -16.3% | +14.8% | +1.8% |
| 30D | +6.7% | +9.9% | -3.3% | +3.3% |
| 3M | -6.8% | +30.2% | -36.9% | -13.8% |
| 6M | +29.4% | +37.2% | -7.8% | +16.0% |
| YTD | +139.1% | -7.3% | +146.4% | +134.9% |
| 1Y | +521.0% | +40.0% | +481.0% | +435.3% |
| 3Y | +1,535.3% | -4.4% | +1,539.7% | +1,384.5% |
| All | +901.5% | -76.4% | +978.0% | +868.2% |
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