+47.0%
QCOM vs LOW
+22.6%
+24.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.9% |
| 7D | +0.4% | +7.4% | -7.0% | -2.1% |
| 30D | -6.6% | +24.5% | -31.1% | -13.8% |
| 3M | +3.7% | +3.5% | +0.2% | +2.3% |
| 6M | -13.3% | -2.6% | -10.7% | -12.7% |
| YTD | -1.8% | -4.8% | +3.1% | -1.2% |
| 1Y | -2.5% | -0.8% | -1.7% | -4.2% |
| 3Y | +47.0% | +22.8% | +24.2% | +31.5% |
| All | +47.0% | +22.6% | +24.4% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling