-77.0%
PATH vs LULU
-76.5%
-0.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | -5.3% | +3.3% | -8.6% | -7.0% |
| 30D | -0.5% | +20.6% | -21.1% | -10.7% |
| 3M | -7.1% | -11.2% | +4.0% | -1.8% |
| 6M | +23.8% | -16.1% | +39.9% | +34.7% |
| YTD | -20.7% | -46.7% | +26.0% | +9.2% |
| 1Y | -8.1% | -32.3% | +24.2% | +9.6% |
| 3Y | -21.8% | -72.8% | +51.0% | +46.7% |
| All | -77.0% | -76.5% | -0.5% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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