+37.2%
PATH vs LOW
-19.9%
+57.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.3% | -17.9% | -16.5% |
| 7D | -16.3% | -1.7% | -14.6% | -16.3% |
| 30D | +9.9% | -7.0% | +17.0% | +9.7% |
| 3M | +30.2% | -0.9% | +31.0% | +32.7% |
| 6M | +37.2% | -20.1% | +57.3% | +34.8% |
| All | +37.2% | -19.9% | +57.1% | +34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling