+653.6%
LLY vs PATH
-80.1%
+733.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.7% | -0.1% | -3.6% |
| 7D | -0.7% | -5.6% | +4.9% | -0.5% |
| 30D | +17.9% | -0.7% | +18.6% | +17.9% |
| 3M | +16.8% | -5.9% | +22.7% | +16.9% |
| 6M | +38.4% | +21.6% | +16.9% | +37.2% |
| YTD | +27.6% | -20.6% | +48.2% | +28.1% |
| 1Y | +48.3% | -10.6% | +58.9% | +48.1% |
| 3Y | +145.4% | -24.9% | +170.2% | +142.6% |
| 5Y | +438.9% | -76.8% | +515.7% | +441.7% |
| All | +653.6% | -80.1% | +733.8% | +652.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling