+149.8%
QQQM vs LOW
+27.1%
+122.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -1.3% | -2.6% | +1.4% | -0.3% |
| 30D | -1.4% | -11.1% | +9.8% | +2.9% |
| 3M | +2.2% | -8.5% | +10.7% | +5.0% |
| 6M | +16.9% | -20.8% | +37.7% | +26.5% |
| YTD | +15.7% | -17.2% | +32.9% | +22.4% |
| 1Y | +22.7% | -24.7% | +47.4% | +34.6% |
| 3Y | +93.9% | -9.7% | +103.7% | +93.0% |
| 5Y | +94.6% | +6.0% | +88.6% | +79.8% |
| All | +149.8% | +27.1% | +122.8% | +125.8% |
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 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