-22.9%
PATH vs LYB
-15.9%
-7.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +2.1% | +6.1% | -4.0% | +0.8% |
| 30D | +1.6% | +5.3% | -3.7% | +0.4% |
| 3M | -20.4% | +4.3% | -24.8% | -21.3% |
| 6M | +40.1% | -10.8% | +50.9% | +43.3% |
| YTD | -19.0% | +53.8% | -72.8% | -30.8% |
| 1Y | -5.8% | +50.5% | -56.3% | -19.7% |
| 3Y | -22.9% | -16.4% | -6.5% | -16.4% |
| All | -22.9% | -15.9% | -7.1% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling