-81.0%
PATH vs LVS
-27.5%
-53.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.9% | +3.1% |
| 7D | -2.7% | -1.3% | -1.5% | -2.2% |
| 30D | -1.4% | +12.2% | -13.5% | -6.8% |
| 3M | -16.4% | -11.3% | -5.1% | -12.3% |
| 6M | +23.3% | -21.6% | +44.9% | +37.1% |
| YTD | -19.8% | -36.6% | +16.8% | -2.3% |
| 1Y | -8.6% | -38.4% | +29.8% | +12.8% |
| 3Y | -24.0% | -10.2% | -13.9% | -26.0% |
| 5Y | -77.1% | +9.4% | -86.6% | -81.0% |
| All | -81.0% | -27.5% | -53.5% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling