+693.7%
LLY vs PATH
-79.9%
+773.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | +1.4% | -2.7% | +4.1% | +1.4% |
| 30D | +21.5% | -1.4% | +22.9% | +21.6% |
| 3M | +18.5% | -16.4% | +34.9% | +18.9% |
| 6M | +49.1% | +23.3% | +25.8% | +47.7% |
| YTD | +34.4% | -19.8% | +54.2% | +34.9% |
| 1Y | +46.3% | -8.6% | +54.9% | +45.9% |
| 3Y | +145.5% | -24.0% | +169.5% | +142.7% |
| 5Y | +472.7% | -77.1% | +549.8% | +475.7% |
| All | +693.7% | -79.9% | +773.6% | +692.5% |
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