-80.4%
PATH vs LDOS
+43.2%
-123.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.6% |
| 7D | -4.8% | -2.8% | -2.0% | -3.9% |
| 30D | +2.7% | +13.6% | -10.9% | -2.4% |
| 3M | -4.2% | +4.2% | -8.4% | -5.9% |
| 6M | +24.7% | -8.2% | +33.0% | +27.6% |
| YTD | -17.6% | -24.1% | +6.5% | -9.6% |
| 1Y | -5.3% | -31.2% | +25.9% | +7.0% |
| 3Y | -22.0% | +35.0% | -57.0% | -26.5% |
| 5Y | -76.5% | +52.6% | -129.1% | -78.6% |
| All | -80.4% | +43.2% | -123.6% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling