+230.9%
QCOM vs LOW
+328.1%
-97.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +2.0% |
| 7D | +5.8% | +6.4% | -0.6% | +2.5% |
| 30D | -2.3% | +25.6% | -27.9% | -13.3% |
| 3M | +2.7% | +4.6% | -1.9% | -0.2% |
| 6M | -21.0% | +2.5% | -23.6% | -23.3% |
| YTD | +1.8% | -1.6% | +3.5% | +0.1% |
| 1Y | +2.4% | +1.7% | +0.7% | -1.3% |
| 3Y | +52.1% | +29.4% | +22.7% | +26.4% |
| 5Y | +14.6% | +9.6% | +5.0% | +3.1% |
| 10Y | +230.9% | +313.3% | -82.5% | +69.2% |
| All | +230.9% | +328.1% | -97.2% | +69.2% |
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