-77.0%
PATH vs LNG
+164.0%
-241.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -5.3% | -15.9% | +10.5% | -1.1% |
| 30D | -0.5% | +2.1% | -2.6% | -1.6% |
| 3M | -7.1% | +4.8% | -12.0% | -8.9% |
| 6M | +23.8% | +6.8% | +17.0% | +20.0% |
| YTD | -20.7% | +44.0% | -64.7% | -30.8% |
| 1Y | -8.1% | +34.9% | -43.0% | -18.1% |
| 3Y | -21.8% | +67.3% | -89.1% | -36.3% |
| All | -77.0% | +164.0% | -241.0% | -84.5% |
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