+25.6%
QQQ vs LOW
-20.7%
+46.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +0.4% | -1.7% | +2.1% | +0.5% |
| 30D | +0.2% | -7.0% | +7.3% | +0.8% |
| 3M | -2.8% | -0.9% | -1.9% | -2.9% |
| 6M | +18.0% | -20.1% | +38.1% | +20.1% |
| YTD | +17.3% | -13.9% | +31.2% | +19.4% |
| 1Y | +25.6% | -21.1% | +46.7% | +27.3% |
| All | +25.6% | -20.7% | +46.3% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling