+1,564.8%
QQQ vs LOW
+1,690.5%
-125.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | -0.6% | -9.3% | +8.6% | +3.3% |
| 3M | +1.3% | -8.1% | +9.4% | +4.3% |
| 6M | +18.1% | -19.8% | +37.9% | +27.9% |
| YTD | +16.9% | -16.4% | +33.2% | +23.9% |
| 1Y | +24.0% | -24.7% | +48.7% | +36.8% |
| 3Y | +95.6% | -8.8% | +104.4% | +96.0% |
| 5Y | +94.5% | +7.8% | +86.7% | +80.1% |
| 10Y | +571.7% | +233.8% | +337.9% | +266.8% |
| All | +1,564.8% | +1,690.5% | -125.7% | +290.2% |
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