-78.0%
PATH vs LYV
+122.2%
-200.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.2% | -14.4% | -15.3% |
| 7D | -16.3% | -4.5% | -11.8% | -13.8% |
| 30D | +9.9% | -5.5% | +15.4% | +13.6% |
| 3M | +30.2% | +7.8% | +22.4% | +24.2% |
| 6M | +37.2% | +9.4% | +27.9% | +28.0% |
| YTD | -7.3% | +21.8% | -29.1% | -19.7% |
| 1Y | +40.0% | +6.5% | +33.5% | +31.0% |
| 3Y | -4.4% | +106.4% | -110.8% | -43.4% |
| 5Y | -76.0% | +101.6% | -177.6% | -84.5% |
| All | -78.0% | +122.2% | -200.2% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling