-75.7%
PATH vs LEN
-10.8%
-64.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -16.1% |
| 7D | -16.3% | -3.2% | -13.1% | -14.8% |
| 30D | +9.9% | -4.9% | +14.8% | +12.8% |
| 3M | +30.2% | -8.5% | +38.7% | +35.1% |
| 6M | +37.2% | -20.7% | +57.9% | +52.7% |
| YTD | -7.3% | -17.4% | +10.1% | -1.6% |
| 1Y | +40.0% | -38.2% | +78.2% | +74.6% |
| 3Y | -4.4% | -24.9% | +20.5% | -9.2% |
| All | -75.7% | -10.8% | -64.9% | -82.8% |
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