-81.1%
PATH vs LII
+11.6%
-92.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -2.3% |
| 7D | -5.6% | +0.2% | -5.8% | -5.7% |
| 30D | -0.7% | -4.6% | +3.9% | +0.9% |
| 3M | -5.9% | -21.7% | +15.8% | +5.4% |
| 6M | +21.6% | -32.8% | +54.4% | +41.8% |
| YTD | -20.6% | -27.5% | +6.9% | -15.0% |
| 1Y | -10.6% | -28.0% | +17.4% | -3.9% |
| 3Y | -24.9% | -7.2% | -17.7% | -39.3% |
| 5Y | -76.8% | +22.6% | -99.4% | -87.4% |
| All | -81.1% | +11.6% | -92.8% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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