-75.7%
PATH vs LII
+25.3%
-101.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.2% | -17.8% | -17.3% |
| 7D | -16.3% | -0.7% | -15.6% | -16.1% |
| 30D | +9.9% | -12.6% | +22.5% | +17.7% |
| 3M | +30.2% | -24.4% | +54.6% | +45.7% |
| 6M | +37.2% | -28.7% | +65.9% | +55.5% |
| YTD | -7.3% | -19.1% | +11.8% | -5.5% |
| 1Y | +40.0% | -29.7% | +69.7% | +57.3% |
| 3Y | -4.4% | +4.8% | -9.2% | -30.3% |
| All | -75.7% | +25.3% | -101.0% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling