+37.2%
PATH vs LNG
+19.6%
+17.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -16.6% |
| 7D | -16.3% | +3.4% | -19.7% | -15.8% |
| 30D | +9.9% | +14.9% | -5.0% | +12.1% |
| 3M | +30.2% | +21.4% | +8.8% | +31.4% |
| 6M | +37.2% | +17.8% | +19.4% | +41.1% |
| All | +37.2% | +19.6% | +17.6% | +41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling