+23.0%
QQQ vs LOW
-25.0%
+48.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -3.7% | +3.2% | -0.2% |
| 30D | -1.2% | -8.9% | +7.6% | -0.4% |
| 3M | -0.2% | -10.4% | +10.2% | +0.7% |
| 6M | +17.9% | -19.4% | +37.3% | +20.2% |
| YTD | +16.6% | -17.1% | +33.8% | +19.2% |
| 1Y | +23.0% | -26.3% | +49.2% | +22.8% |
| All | +23.0% | -25.0% | +48.0% | +22.8% |
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