-18.8%
PATH vs LEN
-14.9%
-3.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.2% | +1.4% |
| 7D | -4.8% | +10.5% | -15.3% | -6.9% |
| 30D | +2.7% | +24.6% | -22.0% | -2.3% |
| 3M | -4.2% | +6.6% | -10.8% | -5.9% |
| 6M | +24.7% | +10.6% | +14.1% | +20.9% |
| YTD | -17.6% | -8.3% | -9.3% | -17.8% |
| 1Y | -5.3% | -22.5% | +17.2% | -1.8% |
| All | -18.8% | -14.9% | -3.8% | -48.4% |
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