-24.2%
PATH vs LYV
+111.8%
-136.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.8% | -6.0% | -6.9% |
| 7D | -22.8% | -3.8% | -19.0% | -21.1% |
| 30D | -6.9% | -5.7% | -1.3% | -4.1% |
| 3M | +25.4% | +6.9% | +18.6% | +21.2% |
| 6M | +18.1% | +9.2% | +9.0% | +11.7% |
| YTD | -14.5% | +19.6% | -34.1% | -23.6% |
| 1Y | +18.7% | +0.6% | +18.1% | +16.8% |
| 3Y | -24.2% | +110.6% | -134.8% | -55.9% |
| All | -24.2% | +111.8% | -136.0% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling