+573.1%
LITE vs PATH
-79.4%
+652.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.9% |
| 6M | -35.8% | +24.7% | -60.5% | -41.1% |
| YTD | +70.0% | -17.6% | +87.6% | +69.9% |
| 1Y | +232.7% | -5.3% | +238.1% | +219.3% |
| 3Y | +1,365.7% | -22.0% | +1,387.7% | +1,288.5% |
| 5Y | +609.5% | -76.5% | +686.0% | +659.7% |
| All | +573.1% | -79.4% | +652.4% | +629.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling