-81.0%
PATH vs LMT
+80.7%
-161.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +0.7% | +4.8% | -4.2% | +0.7% |
| 30D | -1.1% | +19.9% | -21.0% | -1.0% |
| 3M | -14.2% | +0.2% | -14.3% | -14.2% |
| 6M | +30.9% | +17.4% | +13.4% | +31.0% |
| YTD | -20.1% | +27.2% | -47.2% | -20.1% |
| 1Y | -8.1% | +35.6% | -43.7% | -8.4% |
| 3Y | -24.3% | +47.1% | -71.4% | -25.0% |
| 5Y | -75.6% | +103.7% | -179.3% | -75.6% |
| All | -81.0% | +80.7% | -161.7% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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