+558.6%
QQQ vs LOW
+233.5%
+325.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -0.6% | -3.7% | +3.2% | +1.0% |
| 30D | -1.2% | -8.9% | +7.6% | +2.5% |
| 3M | -0.2% | -10.4% | +10.2% | +3.8% |
| 6M | +17.9% | -19.4% | +37.3% | +27.5% |
| YTD | +16.6% | -17.1% | +33.8% | +24.0% |
| 1Y | +23.0% | -26.3% | +49.2% | +37.0% |
| 3Y | +92.9% | -9.9% | +102.8% | +93.4% |
| 5Y | +95.6% | +6.1% | +89.5% | +80.5% |
| All | +558.6% | +233.5% | +325.1% | +308.3% |
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 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