-21.8%
PATH vs LH
+80.4%
-102.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -5.3% | +1.4% | -6.8% | -6.0% |
| 30D | -0.5% | +17.5% | -18.0% | -8.4% |
| 3M | -7.1% | +16.1% | -23.2% | -13.9% |
| 6M | +23.8% | +43.4% | -19.6% | +2.8% |
| YTD | -20.7% | +47.2% | -67.9% | -35.6% |
| 1Y | -8.1% | +50.1% | -58.2% | -26.7% |
| 3Y | -21.8% | +81.2% | -103.0% | -48.0% |
| All | -21.8% | +80.4% | -102.2% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling