-75.2%
PATH vs LYV
+94.6%
-169.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.8% | -6.0% | -6.7% |
| 7D | -22.8% | -3.8% | -19.0% | -20.6% |
| 30D | -6.9% | -5.7% | -1.3% | -3.4% |
| 3M | +25.4% | +6.9% | +18.6% | +20.0% |
| 6M | +18.1% | +9.2% | +9.0% | +9.9% |
| YTD | -14.5% | +19.6% | -34.1% | -25.7% |
| 1Y | +18.7% | +0.6% | +18.1% | +15.0% |
| 3Y | -24.2% | +110.6% | -134.8% | -57.6% |
| 5Y | -75.2% | +96.6% | -171.8% | -83.8% |
| All | -75.2% | +94.6% | -169.8% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling