-80.4%
PATH vs LBRT
+43.6%
-124.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -11.2% | +14.1% | +4.4% |
| 7D | -4.8% | -25.3% | +20.5% | -1.2% |
| 30D | +2.7% | -32.9% | +35.5% | +7.9% |
| 3M | -4.2% | -33.3% | +29.1% | +0.3% |
| 6M | +24.7% | -61.0% | +85.7% | +40.4% |
| YTD | -17.6% | -28.0% | +10.4% | -17.9% |
| 1Y | -5.3% | -21.5% | +16.2% | -7.2% |
| 3Y | -22.0% | -31.5% | +9.5% | -25.1% |
| 5Y | -76.5% | +12.3% | -88.9% | -79.9% |
| All | -80.4% | +43.6% | -124.0% | -84.9% |
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