+50,186.6%
QCOM vs LOW
+36,563.8%
+13,622.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | +3.3% | -1.7% | +5.1% | +4.0% |
| 30D | +7.7% | -7.0% | +14.7% | +11.0% |
| 3M | -30.1% | -0.9% | -29.2% | -30.3% |
| 6M | +22.8% | -20.1% | +42.9% | +33.4% |
| YTD | +0.2% | -13.9% | +14.1% | +5.0% |
| 1Y | +7.9% | -21.1% | +29.0% | +17.0% |
| 3Y | +55.8% | -6.6% | +62.5% | +56.0% |
| 5Y | +30.1% | +9.4% | +20.7% | +21.9% |
| 10Y | +248.9% | +220.5% | +28.4% | +103.7% |
| All | +50,186.6% | +36,563.8% | +13,622.8% | +2,843.5% |
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