-80.3%
PATH vs LYFT
-75.3%
-5.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.3% | +5.1% | 0.0% |
| 7D | -24.6% | -14.1% | -10.4% | -19.8% |
| 30D | -13.0% | -13.7% | +0.7% | -7.8% |
| 3M | +26.2% | +7.4% | +18.8% | +23.1% |
| 6M | +13.4% | +8.3% | +5.1% | +10.3% |
| YTD | -17.2% | -23.1% | +5.9% | -8.9% |
| 1Y | +14.0% | -19.0% | +33.0% | +21.0% |
| 3Y | -26.6% | +37.7% | -64.3% | -44.5% |
| 5Y | -75.1% | -70.5% | -4.6% | -70.6% |
| All | -80.3% | -75.3% | -5.0% | -75.7% |
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