-80.4%
PATH vs LII
+14.9%
-95.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +1.1% |
| 7D | -4.8% | +7.9% | -12.7% | -8.5% |
| 30D | +2.7% | -0.6% | +3.3% | +2.2% |
| 3M | -4.2% | -19.3% | +15.2% | +5.7% |
| 6M | +24.7% | -29.8% | +54.6% | +42.1% |
| YTD | -17.6% | -25.4% | +7.8% | -13.0% |
| 1Y | -5.3% | -26.2% | +20.9% | +0.6% |
| 3Y | -22.0% | -4.5% | -17.5% | -37.9% |
| 5Y | -76.5% | +26.7% | -103.2% | -87.4% |
| All | -80.4% | +14.9% | -95.3% | -89.4% |
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