+21.6%
PATH vs LOW
+2.5%
+19.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.6% |
| 7D | -5.6% | +9.6% | -15.2% | -6.5% |
| 30D | -0.7% | +24.5% | -25.2% | -3.5% |
| 3M | -5.9% | +4.0% | -9.8% | -5.9% |
| 6M | +21.6% | +2.2% | +19.4% | +18.8% |
| All | +21.6% | +2.5% | +19.1% | +18.8% |
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