-21.8%
PATH vs LSCC
+69.3%
-91.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.6% | +4.9% | -1.8% |
| 7D | -5.6% | -4.8% | -0.8% | -4.9% |
| 30D | -0.7% | -27.1% | +26.4% | +5.9% |
| 3M | -5.9% | -23.6% | +17.7% | -1.5% |
| 6M | +21.6% | -19.8% | +41.4% | +21.9% |
| YTD | -20.6% | +33.2% | -53.9% | -36.2% |
| 1Y | -10.6% | +55.2% | -65.8% | -32.7% |
| All | -21.8% | +69.3% | -91.1% | -52.0% |
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 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