-78.0%
PATH vs LNG
+319.6%
-397.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -16.7% |
| 7D | -16.3% | +3.4% | -19.7% | -17.1% |
| 30D | +9.9% | +14.9% | -5.0% | +5.7% |
| 3M | +30.2% | +21.4% | +8.8% | +22.5% |
| 6M | +37.2% | +17.8% | +19.4% | +29.3% |
| YTD | -7.3% | +51.3% | -58.6% | -19.4% |
| 1Y | +40.0% | +24.4% | +15.6% | +29.4% |
| 3Y | -4.4% | +79.7% | -84.1% | -22.9% |
| 5Y | -76.0% | +241.3% | -317.4% | -84.2% |
| All | -78.0% | +319.6% | -397.6% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling