-81.2%
PATH vs LULU
-65.0%
-16.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.6% |
| 3M | -7.1% | -11.2% | +4.0% | -1.8% |
| 6M | +23.8% | -16.1% | +39.9% | +34.5% |
| YTD | -20.7% | -46.7% | +26.0% | +8.7% |
| 1Y | -8.1% | -32.3% | +24.2% | +9.4% |
| 3Y | -21.8% | -72.8% | +51.0% | +44.8% |
| 5Y | -76.8% | -76.3% | -0.5% | -58.7% |
| All | -81.2% | -65.0% | -16.1% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling