-81.2%
PATH vs LYB
-18.0%
-63.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.4% |
| 7D | -2.7% | -11.0% | +8.3% | +0.7% |
| 30D | -3.7% | -0.9% | -2.8% | -3.6% |
| 3M | -13.8% | +0.9% | -14.6% | -14.4% |
| 6M | +20.3% | -15.4% | +35.6% | +25.7% |
| YTD | -20.8% | +42.0% | -62.8% | -33.8% |
| 1Y | -9.2% | +47.0% | -56.3% | -26.2% |
| 3Y | -21.8% | -21.2% | -0.6% | -16.9% |
| 5Y | -77.4% | -9.7% | -67.8% | -76.5% |
| All | -81.2% | -18.0% | -63.2% | -80.3% |
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