-81.2%
PATH vs LCID
-98.2%
+17.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.4% | -10.5% | -3.0% |
| 7D | -5.3% | +8.9% | -14.3% | -8.0% |
| 30D | -0.5% | -15.4% | +14.9% | +3.3% |
| 3M | -7.1% | -52.9% | +45.7% | +12.5% |
| 6M | +23.8% | -46.8% | +70.7% | +38.4% |
| YTD | -20.7% | -68.9% | +48.2% | +1.3% |
| 1Y | -8.1% | -81.7% | +73.6% | +37.0% |
| 3Y | -21.8% | -92.4% | +70.6% | +27.9% |
| 5Y | -76.8% | -99.2% | +22.4% | -29.1% |
| All | -81.2% | -98.2% | +17.0% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling