-81.2%
PATH vs LYB
-16.3%
-64.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | -5.3% | -11.5% | +6.2% | -1.8% |
| 30D | -0.5% | +3.8% | -4.3% | -1.8% |
| 3M | -7.1% | -0.2% | -7.0% | -7.6% |
| 6M | +23.8% | -15.6% | +39.4% | +29.5% |
| YTD | -20.7% | +44.9% | -65.6% | -34.1% |
| 1Y | -8.1% | +52.3% | -60.4% | -26.2% |
| 3Y | -21.8% | -19.9% | -1.9% | -17.3% |
| 5Y | -76.8% | -8.0% | -68.9% | -76.0% |
| All | -81.2% | -16.3% | -64.9% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling