+263.7%
QCOM vs LOW
+224.9%
+38.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +4.1% |
| 7D | +5.1% | +0.4% | +4.7% | +4.8% |
| 30D | +4.3% | -10.1% | +14.4% | +10.0% |
| 3M | -19.6% | -2.9% | -16.8% | -19.2% |
| 6M | +29.5% | -19.4% | +48.9% | +42.8% |
| YTD | +3.4% | -15.4% | +18.8% | +10.4% |
| 1Y | +10.9% | -24.9% | +35.8% | +26.0% |
| 3Y | +74.8% | -7.8% | +82.6% | +74.6% |
| 5Y | +36.2% | +8.4% | +27.8% | +23.8% |
| 10Y | +263.7% | +226.8% | +36.9% | +109.7% |
| All | +263.7% | +224.9% | +38.9% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling