-77.0%
PATH vs LHX
+29.0%
-106.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -5.3% | -6.4% | +1.1% | -4.0% |
| 30D | -0.5% | +11.2% | -11.8% | -3.5% |
| 3M | -7.1% | -9.8% | +2.7% | -5.2% |
| 6M | +23.8% | -13.2% | +37.0% | +27.0% |
| YTD | -20.7% | -10.4% | -10.3% | -19.5% |
| 1Y | -8.1% | -7.3% | -0.8% | -7.7% |
| 3Y | -21.8% | +51.5% | -73.3% | -32.7% |
| All | -77.0% | +29.0% | -106.0% | -81.5% |
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