-80.4%
PATH vs LSCC
+102.5%
-182.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.4% |
| 7D | -4.8% | +3.0% | -7.7% | -6.5% |
| 30D | +2.7% | -19.3% | +21.9% | +10.5% |
| 3M | -4.2% | -22.3% | +18.1% | +3.1% |
| 6M | +24.7% | -14.6% | +39.3% | +22.4% |
| YTD | -17.6% | +45.8% | -63.3% | -42.4% |
| 1Y | -5.3% | +69.6% | -74.9% | -39.4% |
| 3Y | -22.0% | +86.1% | -108.1% | -58.7% |
| 5Y | -76.5% | +30.7% | -107.2% | -86.4% |
| All | -80.4% | +102.5% | -182.9% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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