-76.8%
PATH vs LNT
+52.0%
-128.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | -5.6% | +4.7% | -10.3% | -5.8% |
| 30D | -0.7% | +13.0% | -13.7% | -1.4% |
| 3M | -5.9% | +5.4% | -11.3% | -6.1% |
| 6M | +21.6% | +2.0% | +19.5% | +21.4% |
| YTD | -20.6% | +16.5% | -37.1% | -22.8% |
| 1Y | -10.6% | +13.3% | -23.9% | -12.6% |
| 3Y | -24.9% | +58.7% | -83.6% | -32.8% |
| 5Y | -76.8% | +53.3% | -130.1% | -79.6% |
| All | -76.8% | +52.0% | -128.9% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling