-81.1%
PATH vs LPLA
+119.7%
-200.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -2.3% |
| 7D | -5.6% | +7.6% | -13.2% | -8.4% |
| 30D | -0.7% | -9.5% | +8.8% | +2.5% |
| 3M | -5.9% | -16.3% | +10.5% | +0.2% |
| 6M | +21.6% | -8.0% | +29.6% | +23.5% |
| YTD | -20.6% | -15.5% | -5.1% | -17.0% |
| 1Y | -10.6% | -19.4% | +8.8% | -4.4% |
| 3Y | -24.9% | +39.7% | -64.6% | -39.4% |
| 5Y | -76.8% | +83.0% | -159.8% | -84.8% |
| All | -81.1% | +119.7% | -200.8% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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