-78.0%
PATH vs LSCC
+118.8%
-196.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.0% | -18.6% | -17.5% |
| 7D | -16.3% | +1.3% | -17.6% | -16.9% |
| 30D | +9.9% | -9.7% | +19.6% | +14.2% |
| 3M | +30.2% | -23.7% | +53.9% | +41.0% |
| 6M | +37.2% | +26.5% | +10.7% | +11.6% |
| YTD | -7.3% | +57.5% | -64.8% | -35.5% |
| 1Y | +40.0% | +75.7% | -35.7% | -8.2% |
| 3Y | -4.4% | +19.5% | -23.9% | -29.0% |
| 5Y | -76.0% | +83.8% | -159.8% | -87.9% |
| All | -78.0% | +118.8% | -196.8% | -89.9% |
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