+950.8%
LITE vs PATH
-78.6%
+1,029.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -7.8% | +18.8% | +12.7% |
| 7D | +12.6% | -22.8% | +35.4% | +18.0% |
| 30D | +9.9% | -6.9% | +16.8% | +10.1% |
| 3M | +9.3% | +25.4% | -16.1% | +1.5% |
| 6M | +75.2% | +18.1% | +57.1% | +62.5% |
| YTD | +165.5% | -14.5% | +180.0% | +164.4% |
| 1Y | +555.0% | +18.7% | +536.2% | +486.6% |
| 3Y | +1,870.5% | -24.2% | +1,894.7% | +1,780.7% |
| 5Y | +1,009.8% | -75.2% | +1,085.0% | +1,079.3% |
| All | +950.8% | -78.6% | +1,029.4% | +1,035.1% |
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