-81.2%
PATH vs LNG
+309.4%
-390.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.8% |
| 7D | -2.7% | -8.6% | +5.9% | -0.6% |
| 30D | -3.7% | +2.4% | -6.1% | -4.8% |
| 3M | -13.8% | +11.5% | -25.2% | -16.6% |
| 6M | +20.3% | +19.2% | +1.1% | +13.2% |
| YTD | -20.8% | +47.6% | -68.4% | -31.0% |
| 1Y | -9.2% | +38.0% | -47.3% | -19.3% |
| 3Y | -21.8% | +71.5% | -93.2% | -36.1% |
| 5Y | -77.4% | +179.2% | -256.7% | -84.4% |
| All | -81.2% | +309.4% | -390.6% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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