-21.8%
PATH vs LEN
-18.1%
-3.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.6% |
| 7D | -5.3% | +2.1% | -7.4% | -5.8% |
| 30D | -0.5% | +16.6% | -17.1% | -4.0% |
| 3M | -7.1% | +5.3% | -12.4% | -8.5% |
| 6M | +23.8% | -0.8% | +24.6% | +22.9% |
| YTD | -20.7% | -11.7% | -8.9% | -20.3% |
| 1Y | -8.1% | -24.6% | +16.5% | -4.3% |
| 3Y | -21.8% | -18.7% | -3.2% | -50.0% |
| All | -21.8% | -18.1% | -3.7% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling