-80.8%
PATH vs LNT
+53.6%
-134.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +2.1% | +1.0% | +1.0% | +2.1% |
| 30D | +1.6% | +9.6% | -8.0% | +1.5% |
| 3M | -20.4% | +5.4% | -25.8% | -20.5% |
| 6M | +40.1% | +3.1% | +37.0% | +40.0% |
| YTD | -19.0% | +16.5% | -35.5% | -20.4% |
| 1Y | -5.8% | +12.3% | -18.1% | -7.0% |
| 3Y | -22.9% | +70.3% | -93.2% | -29.0% |
| 5Y | -75.3% | +56.4% | -131.7% | -76.8% |
| All | -80.8% | +53.6% | -134.4% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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