-18.8%
PATH vs LDOS
+35.2%
-54.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.5% |
| 7D | -4.8% | -2.8% | -2.0% | -3.6% |
| 30D | +2.7% | +13.6% | -10.9% | -3.9% |
| 3M | -4.2% | +4.2% | -8.4% | -6.4% |
| 6M | +24.7% | -8.2% | +33.0% | +28.9% |
| YTD | -17.6% | -24.1% | +6.5% | -6.5% |
| 1Y | -5.3% | -31.2% | +25.9% | +11.8% |
| All | -18.8% | +35.2% | -54.0% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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