-21.8%
PATH vs LTH
+273.3%
-295.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.9% |
| 7D | -5.6% | +5.3% | -10.9% | -6.6% |
| 30D | -0.7% | +18.3% | -18.9% | -4.2% |
| 3M | -5.9% | +5.4% | -11.2% | -7.2% |
| 6M | +21.6% | +62.5% | -40.9% | +8.2% |
| YTD | -20.6% | +79.6% | -100.3% | -31.6% |
| 1Y | -10.6% | +88.1% | -98.7% | -24.1% |
| All | -21.8% | +273.3% | -295.1% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling