-77.0%
PATH vs LVS
+1.5%
-78.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -5.3% | +11.1% | -16.4% | -10.3% |
| 30D | -0.5% | +14.7% | -15.2% | -7.4% |
| 3M | -7.1% | -10.9% | +3.8% | -2.3% |
| 6M | +23.8% | -22.3% | +46.2% | +39.8% |
| YTD | -20.7% | -35.8% | +15.1% | -2.2% |
| 1Y | -8.1% | -33.5% | +25.4% | +11.0% |
| 3Y | -21.8% | -11.7% | -10.1% | -23.6% |
| All | -77.0% | +1.5% | -78.5% | -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