-75.2%
PATH vs LYFT
-67.8%
-7.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.9% | -4.9% | -6.6% |
| 7D | -22.8% | -3.2% | -19.6% | -21.6% |
| 30D | -6.9% | -7.0% | +0.1% | -4.1% |
| 3M | +25.4% | +15.8% | +9.6% | +18.8% |
| 6M | +18.1% | +22.6% | -4.4% | +9.6% |
| YTD | -14.5% | -16.2% | +1.6% | -8.9% |
| 1Y | +18.7% | -8.3% | +27.0% | +20.2% |
| 3Y | -24.2% | +50.1% | -74.3% | -44.9% |
| 5Y | -75.2% | -67.4% | -7.8% | -71.2% |
| All | -75.2% | -67.8% | -7.4% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling