-81.2%
PATH vs LYFT
-71.7%
-9.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +1.5% |
| 7D | -5.3% | +5.8% | -11.1% | -7.7% |
| 30D | -0.5% | +9.6% | -10.1% | -4.4% |
| 3M | -7.1% | +4.8% | -12.0% | -9.1% |
| 6M | +23.8% | +20.1% | +3.7% | +15.3% |
| YTD | -20.7% | -11.8% | -8.9% | -17.5% |
| 1Y | -8.1% | -19.6% | +11.5% | -1.4% |
| 3Y | -21.8% | +62.3% | -84.1% | -44.7% |
| 5Y | -76.8% | -68.1% | -8.8% | -73.7% |
| All | -81.2% | -71.7% | -9.5% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling