-80.8%
PATH vs LOW
+24.4%
-105.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +2.1% | +1.4% | +0.7% | +1.1% |
| 30D | +1.6% | +21.7% | -20.1% | -11.4% |
| 3M | -20.4% | +5.0% | -25.5% | -23.7% |
| 6M | +40.1% | +4.6% | +35.5% | +33.4% |
| YTD | -19.0% | -3.5% | -15.5% | -20.8% |
| 1Y | -5.8% | +0.5% | -6.4% | -11.6% |
| 3Y | -22.9% | +24.8% | -47.7% | -43.5% |
| 5Y | -75.3% | +6.5% | -81.7% | -80.5% |
| All | -80.8% | +24.4% | -105.2% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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