+14.0%
PATH vs LYV
-0.5%
+14.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.9% | -3.1% |
| 7D | -24.6% | -5.3% | -19.2% | -23.3% |
| 30D | -13.0% | -7.9% | -5.0% | -10.9% |
| 3M | +26.2% | +4.5% | +21.7% | +25.3% |
| 6M | +13.4% | +2.5% | +10.8% | +13.0% |
| YTD | -17.2% | +19.3% | -36.5% | -21.1% |
| 1Y | +14.0% | -0.2% | +14.2% | +19.9% |
| All | +14.0% | -0.5% | +14.5% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling