-80.3%
PATH vs LYV
+117.7%
-198.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.9% | -3.0% |
| 7D | -24.6% | -5.3% | -19.2% | -21.8% |
| 30D | -13.0% | -7.9% | -5.0% | -8.5% |
| 3M | +26.2% | +4.5% | +21.7% | +22.8% |
| 6M | +13.4% | +2.5% | +10.8% | +10.3% |
| YTD | -17.2% | +19.3% | -36.5% | -27.3% |
| 1Y | +14.0% | -0.2% | +14.2% | +11.2% |
| 3Y | -26.6% | +110.0% | -136.6% | -57.0% |
| 5Y | -75.1% | +96.8% | -171.8% | -83.7% |
| All | -80.3% | +117.7% | -198.1% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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