+372.0%
LLY vs PATH
-76.4%
+448.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.6% | +15.7% | -0.3% |
| 7D | -2.1% | -16.3% | +14.2% | -1.6% |
| 30D | -1.6% | +9.9% | -11.5% | -2.0% |
| 3M | +2.3% | +30.2% | -27.9% | +1.2% |
| 6M | +14.9% | +37.2% | -22.3% | +13.2% |
| YTD | +7.5% | -7.3% | +14.8% | +7.4% |
| 1Y | +55.7% | +40.0% | +15.7% | +52.6% |
| 3Y | +110.6% | -4.4% | +115.0% | +106.5% |
| All | +372.0% | -76.4% | +448.5% | +386.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling