-75.7%
PATH vs LOW
+9.5%
-85.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.3% | -17.9% | -17.6% |
| 7D | -16.3% | -1.7% | -14.6% | -15.4% |
| 30D | +9.9% | -7.0% | +17.0% | +15.7% |
| 3M | +30.2% | -0.9% | +31.0% | +29.5% |
| 6M | +37.2% | -20.1% | +57.3% | +59.0% |
| YTD | -7.3% | -13.9% | +6.6% | -1.1% |
| 1Y | +40.0% | -21.1% | +61.1% | +59.9% |
| 3Y | -4.4% | -6.6% | +2.2% | -11.8% |
| All | -75.7% | +9.5% | -85.2% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling