-75.2%
PATH vs LTH
+184.4%
-259.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | -5.3% | +4.5% | -9.8% | -7.1% |
| 30D | -0.5% | +16.3% | -16.9% | -7.0% |
| 3M | -7.1% | +8.4% | -15.5% | -10.8% |
| 6M | +23.8% | +40.3% | -16.5% | +5.3% |
| YTD | -20.7% | +77.3% | -98.0% | -40.5% |
| 1Y | -8.1% | +88.0% | -96.0% | -33.2% |
| 3Y | -21.8% | +274.3% | -296.1% | -63.8% |
| 5Y | -76.8% | +142.9% | -219.7% | -88.5% |
| All | -75.2% | +184.4% | -259.5% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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