-71.0%
PATH vs LTH
+160.9%
-231.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -17.0% | -16.8% |
| 7D | -16.3% | -0.6% | -15.7% | -16.2% |
| 30D | +9.9% | -4.6% | +14.5% | +11.7% |
| 3M | +30.2% | +32.8% | -2.6% | +14.6% |
| 6M | +37.2% | +64.6% | -27.4% | +6.9% |
| YTD | -7.3% | +62.6% | -70.0% | -27.7% |
| 1Y | +40.0% | +49.9% | -9.9% | +12.7% |
| 3Y | -4.4% | +151.3% | -155.7% | -45.6% |
| All | -71.0% | +160.9% | -231.9% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling