+143.2%
LLY vs PATH
-21.4%
+164.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.5% |
| 7D | +10.1% | -4.8% | +14.9% | +10.3% |
| 30D | +24.0% | +2.7% | +21.4% | +23.9% |
| 3M | +27.3% | -4.2% | +31.5% | +27.2% |
| 6M | +47.0% | +24.7% | +22.2% | +44.9% |
| YTD | +32.6% | -17.6% | +50.2% | +33.4% |
| 1Y | +57.3% | -5.3% | +62.7% | +56.7% |
| All | +143.2% | -21.4% | +164.6% | +138.6% |
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 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