-79.7%
PATH vs LHX
+35.7%
-115.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.5% | -7.7% |
| 7D | -22.8% | -2.5% | -20.3% | -22.3% |
| 30D | -6.9% | -10.4% | +3.5% | -4.8% |
| 3M | +25.4% | -14.9% | +40.4% | +29.3% |
| 6M | +18.1% | -29.6% | +47.8% | +27.4% |
| YTD | -14.5% | -11.8% | -2.7% | -12.8% |
| 1Y | +18.7% | -5.1% | +23.8% | +18.7% |
| 3Y | -24.2% | +61.3% | -85.5% | -33.4% |
| 5Y | -75.2% | +22.4% | -97.6% | -78.1% |
| All | -79.7% | +35.7% | -115.4% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LHX 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling