-81.0%
PATH vs LHX
+44.2%
-125.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +0.7% | +5.3% | -4.6% | -0.4% |
| 30D | -1.1% | +15.8% | -16.9% | -4.5% |
| 3M | -14.2% | -6.1% | -8.1% | -13.3% |
| 6M | +30.9% | -11.4% | +42.3% | +33.4% |
| YTD | -20.1% | -6.3% | -13.8% | -19.7% |
| 1Y | -8.1% | -8.0% | -0.1% | -7.3% |
| 3Y | -24.3% | +58.1% | -82.4% | -33.4% |
| 5Y | -75.6% | +36.3% | -111.9% | -78.7% |
| All | -81.0% | +44.2% | -125.3% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling