-81.1%
PATH vs LH
+70.9%
-152.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.0% |
| 7D | -5.6% | -1.3% | -4.3% | -4.8% |
| 30D | -0.7% | +16.6% | -17.2% | -9.4% |
| 3M | -5.9% | +16.0% | -21.8% | -13.9% |
| 6M | +21.6% | +42.0% | -20.4% | -1.9% |
| YTD | -20.6% | +45.9% | -66.5% | -37.5% |
| 1Y | -10.6% | +46.4% | -57.0% | -30.1% |
| 3Y | -24.9% | +79.0% | -103.8% | -49.4% |
| 5Y | -76.8% | +62.3% | -139.1% | -84.4% |
| All | -81.1% | +70.9% | -152.0% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling