-81.0%
PATH vs LH
+75.1%
-156.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.7% | +2.5% | -1.8% | -0.7% |
| 30D | -1.1% | +18.7% | -19.8% | -10.8% |
| 3M | -14.2% | +15.3% | -29.5% | -21.3% |
| 6M | +30.9% | +45.4% | -14.5% | +4.2% |
| YTD | -20.1% | +49.5% | -69.6% | -38.0% |
| 1Y | -8.1% | +41.4% | -49.5% | -26.3% |
| 3Y | -24.3% | +87.6% | -111.9% | -50.5% |
| 5Y | -75.6% | +53.8% | -129.4% | -83.6% |
| All | -81.0% | +75.1% | -156.1% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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