-21.8%
PATH vs LOW
+22.6%
-44.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -5.3% | +7.4% | -12.7% | -7.8% |
| 30D | -0.5% | +24.5% | -25.0% | -8.5% |
| 3M | -7.1% | +3.5% | -10.6% | -8.4% |
| 6M | +23.8% | -2.6% | +26.4% | +24.7% |
| YTD | -20.7% | -4.8% | -15.8% | -21.0% |
| 1Y | -8.1% | -0.8% | -7.3% | -11.2% |
| 3Y | -21.8% | +22.8% | -44.6% | -49.1% |
| All | -21.8% | +22.6% | -44.4% | -49.1% |
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