-76.8%
PATH vs LNG
+174.5%
-251.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.6% | -2.6% |
| 7D | -5.6% | -12.3% | +6.8% | -2.5% |
| 30D | -0.7% | +1.6% | -2.3% | -1.6% |
| 3M | -5.9% | +10.0% | -15.8% | -8.9% |
| 6M | +21.6% | +4.2% | +17.4% | +18.8% |
| YTD | -20.6% | +44.8% | -65.5% | -30.8% |
| 1Y | -10.6% | +37.3% | -47.9% | -20.8% |
| 3Y | -24.9% | +65.8% | -90.7% | -38.5% |
| 5Y | -76.8% | +171.7% | -248.5% | -84.4% |
| All | -76.8% | +174.5% | -251.3% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling