-75.7%
PATH vs LHX
+22.8%
-98.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.7% | -14.9% | -16.2% |
| 7D | -16.3% | -2.0% | -14.4% | -15.9% |
| 30D | +9.9% | -9.9% | +19.9% | +12.4% |
| 3M | +30.2% | -16.5% | +46.6% | +35.1% |
| 6M | +37.2% | -29.6% | +66.8% | +48.8% |
| YTD | -7.3% | -11.6% | +4.2% | -5.5% |
| 1Y | +40.0% | -4.1% | +44.1% | +39.5% |
| 3Y | -4.4% | +53.3% | -57.7% | -16.3% |
| All | -75.7% | +22.8% | -98.5% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling