+49,194.2%
QCOM vs LOW
+40,423.4%
+8,770.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.0% |
| 7D | +0.4% | +7.4% | -7.0% | -2.7% |
| 30D | -6.6% | +24.5% | -31.1% | -15.1% |
| 3M | +3.7% | +3.5% | +0.2% | +1.7% |
| 6M | -13.3% | -2.6% | -10.7% | -13.6% |
| YTD | -1.8% | -4.8% | +3.1% | -1.7% |
| 1Y | -2.5% | -0.8% | -1.7% | -4.3% |
| 3Y | +47.0% | +22.8% | +24.2% | +30.8% |
| 5Y | +13.1% | +5.3% | +7.8% | +7.0% |
| 10Y | +224.7% | +309.5% | -84.8% | +71.1% |
| All | +49,194.2% | +40,423.4% | +8,770.8% | +2,654.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling