-78.0%
PATH vs LNT
+41.1%
-119.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.6% | -16.6% |
| 7D | -16.3% | -0.1% | -16.2% | -16.3% |
| 30D | +9.9% | -3.2% | +13.1% | +10.0% |
| 3M | +30.2% | -4.1% | +34.2% | +30.2% |
| 6M | +37.2% | -4.6% | +41.8% | +37.2% |
| YTD | -7.3% | +7.0% | -14.3% | -8.8% |
| 1Y | +40.0% | +8.3% | +31.7% | +37.3% |
| 3Y | -4.4% | +51.0% | -55.4% | -11.4% |
| 5Y | -76.0% | +30.2% | -106.2% | -78.7% |
| All | -78.0% | +41.1% | -119.1% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling