-77.0%
PATH vs LOW
+4.9%
-81.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.8% |
| 7D | -5.3% | +7.4% | -12.7% | -10.4% |
| 30D | -0.5% | +24.5% | -25.0% | -15.9% |
| 3M | -7.1% | +3.5% | -10.6% | -10.3% |
| 6M | +23.8% | -2.6% | +26.4% | +24.1% |
| YTD | -20.7% | -4.8% | -15.8% | -21.9% |
| 1Y | -8.1% | -0.8% | -7.3% | -13.6% |
| 3Y | -21.8% | +22.8% | -44.6% | -45.5% |
| All | -77.0% | +4.9% | -81.9% | -81.9% |
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