-21.8%
PATH vs LVS
-11.1%
-10.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -5.3% | +11.1% | -16.4% | -8.7% |
| 30D | -0.5% | +14.7% | -15.2% | -5.2% |
| 3M | -7.1% | -10.9% | +3.8% | -3.7% |
| 6M | +23.8% | -22.3% | +46.2% | +34.9% |
| YTD | -20.7% | -35.8% | +15.1% | -8.3% |
| 1Y | -8.1% | -33.5% | +25.4% | +4.8% |
| 3Y | -21.8% | -11.7% | -10.1% | -21.0% |
| All | -21.8% | -11.1% | -10.7% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling