-76.8%
PATH vs LVS
+5.3%
-82.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.9% |
| 7D | -5.6% | +11.4% | -17.0% | -10.7% |
| 30D | -0.7% | +13.6% | -14.3% | -7.1% |
| 3M | -5.9% | -10.0% | +4.2% | -1.5% |
| 6M | +21.6% | -20.6% | +42.1% | +35.7% |
| YTD | -20.6% | -35.5% | +14.9% | -2.4% |
| 1Y | -10.6% | -32.9% | +22.3% | +7.4% |
| 3Y | -24.9% | -10.3% | -14.6% | -27.3% |
| 5Y | -76.8% | +3.1% | -79.9% | -82.2% |
| All | -76.8% | +5.3% | -82.2% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling