How to connect corresponding points between time-warped curves?

I am making some dynamic time-warping plots like the one below. After I have the warped curves X1 and X2, what would be a recommended way to connect the corresponding points with lines? I'm not asking how to calculate the warping, I have already done that. I just need a way to graphically connect, say point p3 on curve X1 with point p6 on curve X2. Thanks in advance!