-81.2%
PATH vs LH
+74.9%
-156.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -1.0% |
| 7D | -2.7% | +4.6% | -7.3% | -5.2% |
| 30D | -3.7% | +19.1% | -22.8% | -13.3% |
| 3M | -13.8% | +16.7% | -30.5% | -21.4% |
| 6M | +20.3% | +47.0% | -26.7% | -4.9% |
| YTD | -20.8% | +49.3% | -70.1% | -38.5% |
| 1Y | -9.2% | +48.6% | -57.9% | -29.6% |
| 3Y | -21.8% | +87.8% | -109.6% | -48.9% |
| 5Y | -77.4% | +65.0% | -142.5% | -85.0% |
| All | -81.2% | +74.9% | -156.1% | -88.2% |
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