-78.0%
PATH vs LH
+53.7%
-131.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.4% | -15.2% | -15.8% |
| 7D | -16.3% | -2.5% | -13.9% | -14.9% |
| 30D | +9.9% | +4.3% | +5.6% | +7.4% |
| 3M | +30.2% | +25.5% | +4.6% | +13.6% |
| 6M | +37.2% | +17.0% | +20.3% | +24.7% |
| YTD | -7.3% | +31.3% | -38.6% | -22.1% |
| 1Y | +40.0% | +20.0% | +20.0% | +24.2% |
| 3Y | -4.4% | +63.9% | -68.3% | -32.2% |
| 5Y | -76.0% | +30.9% | -106.9% | -82.5% |
| All | -78.0% | +53.7% | -131.7% | -85.0% |
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