-77.0%
PATH vs LEN
-4.6%
-72.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.5% |
| 7D | -5.3% | +2.1% | -7.4% | -6.6% |
| 30D | -0.5% | +16.6% | -17.1% | -8.7% |
| 3M | -7.1% | +5.3% | -12.4% | -10.6% |
| 6M | +23.8% | -0.8% | +24.6% | +21.4% |
| YTD | -20.7% | -11.7% | -8.9% | -19.6% |
| 1Y | -8.1% | -24.6% | +16.5% | +1.3% |
| 3Y | -21.8% | -18.7% | -3.2% | -29.9% |
| All | -77.0% | -4.6% | -72.4% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling