-77.0%
PATH vs LYV
+47.5%
-124.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +2.2% |
| 7D | -5.3% | -1.5% | -3.8% | -4.4% |
| 30D | -0.5% | +2.6% | -3.1% | -2.3% |
| 3M | -7.1% | -3.6% | -3.6% | -5.0% |
| 6M | +23.8% | +4.4% | +19.4% | +19.5% |
| YTD | -20.7% | +23.0% | -43.7% | -33.4% |
| 1Y | -8.1% | +27.2% | -35.3% | -24.8% |
| 3Y | -21.8% | +105.2% | -127.1% | -58.5% |
| All | -77.0% | +47.5% | -124.5% | -85.2% |
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