-9.6%
PATH vs LOW
+1.9%
-11.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.3% | +8.7% | -11.0% | -2.1% |
| 30D | -4.8% | +25.5% | -30.3% | -4.1% |
| 3M | -17.7% | +6.6% | -24.3% | -17.7% |
| 6M | +18.9% | +2.4% | +16.5% | +17.9% |
| YTD | -21.7% | -1.7% | -20.0% | -20.1% |
| 1Y | -9.6% | +1.7% | -11.3% | -7.6% |
| All | -9.6% | +1.9% | -11.5% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling