-21.8%
PATH vs LOW
+24.1%
-45.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.4% |
| 7D | -5.6% | +9.6% | -15.2% | -8.7% |
| 30D | -0.7% | +24.5% | -25.2% | -8.6% |
| 3M | -5.9% | +4.0% | -9.8% | -7.3% |
| 6M | +21.6% | +2.2% | +19.4% | +20.1% |
| YTD | -20.6% | -3.7% | -16.9% | -21.2% |
| 1Y | -10.6% | -0.9% | -9.7% | -13.2% |
| All | -21.8% | +24.1% | -45.8% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling