-76.8%
PATH vs LDOS
+52.0%
-128.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -5.6% | -3.7% | -1.9% | -4.2% |
| 30D | -0.7% | +16.4% | -17.1% | -7.0% |
| 3M | -5.9% | +7.4% | -13.3% | -8.8% |
| 6M | +21.6% | -0.3% | +21.9% | +20.9% |
| YTD | -20.6% | -24.0% | +3.4% | -12.1% |
| 1Y | -10.6% | -29.6% | +19.0% | +1.8% |
| 3Y | -24.9% | +35.1% | -60.0% | -31.1% |
| 5Y | -76.8% | +52.9% | -129.7% | -80.3% |
| All | -76.8% | +52.0% | -128.8% | -80.3% |
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