+93.9%
QQQ vs LOW
+5.8%
+88.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -1.3% | -2.6% | +1.4% | -0.2% |
| 30D | -1.4% | -11.1% | +9.8% | +3.4% |
| 3M | +2.3% | -8.5% | +10.8% | +5.4% |
| 6M | +16.9% | -20.8% | +37.7% | +27.7% |
| YTD | +15.6% | -17.2% | +32.8% | +23.0% |
| 1Y | +22.6% | -24.7% | +47.4% | +36.0% |
| 3Y | +93.5% | -9.7% | +103.3% | +91.0% |
| 5Y | +93.9% | +6.0% | +87.9% | +70.8% |
| All | +93.9% | +5.8% | +88.1% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling