-18.8%
PATH vs LIN
+38.9%
-57.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.6% |
| 7D | -4.8% | +3.3% | -8.1% | -5.2% |
| 30D | +2.7% | +8.8% | -6.1% | +1.6% |
| 3M | -4.2% | +8.6% | -12.8% | -5.1% |
| 6M | +24.7% | +7.0% | +17.7% | +23.3% |
| YTD | -17.6% | +24.3% | -41.8% | -23.0% |
| 1Y | -5.3% | +27.3% | -32.6% | -12.3% |
| All | -18.8% | +38.9% | -57.7% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 3y: compounded portfolio wealth divided by compounded LIN 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…
3y analysis · Full analysis span regression · 6 months rolling