+34.3%
LRCX vs PATH
-11.8%
+46.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.4% |
| 7D | -3.6% | -2.3% | -1.3% | -3.8% |
| 30D | -30.3% | -4.8% | -25.4% | -30.6% |
| 3M | -27.3% | -17.7% | -9.6% | -28.6% |
| 6M | -24.2% | +18.9% | -43.1% | -21.4% |
| YTD | +30.3% | -21.7% | +52.0% | +37.1% |
| 1Y | +34.3% | -9.6% | +43.9% | +40.7% |
| All | +34.3% | -11.8% | +46.1% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling