-6.1%
PATH vs LSCC
+20.0%
-26.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.0% | -18.6% | -17.1% |
| 7D | -16.3% | +1.3% | -17.6% | -16.7% |
| 30D | +9.9% | -9.7% | +19.6% | +12.3% |
| 3M | +30.2% | -23.7% | +53.9% | +36.8% |
| 6M | +37.2% | +26.5% | +10.7% | +21.2% |
| YTD | -7.3% | +57.5% | -64.8% | -26.3% |
| 1Y | +40.0% | +75.7% | -35.7% | +7.3% |
| All | -6.1% | +20.0% | -26.1% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling