+110.2%
LLY vs PATH
-3.6%
+113.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.6% | +15.7% | -0.1% |
| 7D | -2.1% | -16.3% | +14.2% | -1.4% |
| 30D | -1.6% | +9.9% | -11.5% | -2.2% |
| 3M | +2.3% | +30.2% | -27.9% | +0.6% |
| 6M | +14.9% | +37.2% | -22.3% | +12.4% |
| YTD | +7.5% | -7.3% | +14.8% | +7.6% |
| 1Y | +55.7% | +40.0% | +15.7% | +50.3% |
| All | +110.2% | -3.6% | +113.8% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling