-75.7%
PATH vs LDOS
+43.9%
-119.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.5% | -17.2% | -16.8% |
| 7D | -16.3% | -5.4% | -10.9% | -14.5% |
| 30D | +9.9% | +4.9% | +5.0% | +7.7% |
| 3M | +30.2% | +7.2% | +23.0% | +26.1% |
| 6M | +37.2% | -24.2% | +61.5% | +51.7% |
| YTD | -7.3% | -25.8% | +18.5% | +3.3% |
| 1Y | +40.0% | -24.7% | +64.7% | +55.5% |
| 3Y | -4.4% | +39.3% | -43.7% | -11.6% |
| All | -75.7% | +43.9% | -119.6% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling