-81.2%
PATH vs LVS
-26.6%
-54.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -5.3% | +11.1% | -16.4% | -9.9% |
| 30D | -0.5% | +14.7% | -15.2% | -6.9% |
| 3M | -7.1% | -10.9% | +3.8% | -2.7% |
| 6M | +23.8% | -22.3% | +46.2% | +38.5% |
| YTD | -20.7% | -35.8% | +15.1% | -3.8% |
| 1Y | -8.1% | -33.5% | +25.4% | +9.4% |
| 3Y | -21.8% | -11.7% | -10.1% | -23.0% |
| 5Y | -76.8% | +2.6% | -79.5% | -80.7% |
| All | -81.2% | -26.6% | -54.6% | -84.0% |
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