-6.1%
PATH vs LH
+64.2%
-70.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.4% | -15.2% | -15.9% |
| 7D | -16.3% | -2.5% | -13.9% | -15.1% |
| 30D | +9.9% | +4.3% | +5.6% | +7.8% |
| 3M | +30.2% | +25.5% | +4.6% | +16.1% |
| 6M | +37.2% | +17.0% | +20.3% | +26.9% |
| YTD | -7.3% | +31.3% | -38.6% | -19.9% |
| 1Y | +40.0% | +20.0% | +20.0% | +27.0% |
| All | -6.1% | +64.2% | -70.4% | -29.2% |
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 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