-78.0%
PATH vs LBRT
+124.8%
-202.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.0% | -17.7% | -16.8% |
| 7D | -16.3% | +8.3% | -24.6% | -17.3% |
| 30D | +9.9% | +6.1% | +3.8% | +8.7% |
| 3M | +30.2% | -34.8% | +64.9% | +37.7% |
| 6M | +37.2% | -24.8% | +62.0% | +40.6% |
| YTD | -7.3% | +12.2% | -19.5% | -12.4% |
| 1Y | +40.0% | +94.0% | -54.0% | +18.4% |
| 3Y | -4.4% | +31.3% | -35.7% | -16.5% |
| 5Y | -76.0% | +111.8% | -187.9% | -81.1% |
| All | -78.0% | +124.8% | -202.8% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 all: compounded portfolio wealth divided by compounded LBRT 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…
all analysis · Full analysis span regression · 6 months rolling