-81.0%
PATH vs LYFT
-71.3%
-9.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.8% |
| 7D | -2.7% | -7.7% | +5.0% | +0.3% |
| 30D | -1.4% | +7.3% | -8.7% | -4.4% |
| 3M | -16.4% | -1.4% | -15.0% | -16.2% |
| 6M | +23.3% | +24.7% | -1.4% | +13.2% |
| YTD | -19.8% | -10.7% | -9.1% | -17.0% |
| 1Y | -8.6% | -28.5% | +19.9% | +2.5% |
| 3Y | -24.0% | +68.5% | -92.6% | -47.1% |
| 5Y | -77.1% | -67.5% | -9.6% | -74.2% |
| All | -81.0% | -71.3% | -9.6% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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