-76.5%
PATH vs LTH
+169.3%
-245.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +0.2% |
| 7D | -4.8% | +9.9% | -14.6% | -8.7% |
| 30D | +2.7% | +18.3% | -15.6% | -4.7% |
| 3M | -4.2% | +5.9% | -10.1% | -7.2% |
| 6M | +24.7% | +80.3% | -55.6% | -6.6% |
| YTD | -17.6% | +78.3% | -95.9% | -38.5% |
| 1Y | -5.3% | +81.0% | -86.3% | -30.2% |
| 3Y | -22.0% | +269.7% | -291.7% | -63.9% |
| 5Y | -76.5% | +159.8% | -236.3% | -88.7% |
| All | -76.5% | +169.3% | -245.8% | -88.7% |
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 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