-80.3%
PATH vs LYB
-11.1%
-69.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -24.6% | -3.1% | -21.5% | -23.8% |
| 30D | -13.0% | +4.0% | -17.0% | -14.1% |
| 3M | +26.2% | +2.4% | +23.8% | +24.6% |
| 6M | +13.4% | -1.4% | +14.8% | +11.5% |
| YTD | -17.2% | +53.9% | -71.1% | -32.2% |
| 1Y | +14.0% | +26.1% | -12.0% | +0.7% |
| 3Y | -26.6% | -21.0% | -5.5% | -20.8% |
| 5Y | -75.1% | -0.7% | -74.3% | -74.6% |
| All | -80.3% | -11.1% | -69.3% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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