-16.4%
IDXX vs LBRT
+100.7%
-117.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +1.2% |
| 7D | -3.5% | +8.3% | -11.8% | -3.1% |
| 30D | -8.4% | +6.1% | -14.6% | -8.2% |
| 3M | -5.2% | -34.8% | +29.6% | -7.0% |
| 6M | -17.5% | -24.8% | +7.4% | -18.6% |
| YTD | -20.9% | +12.2% | -33.1% | -22.0% |
| 1Y | -16.4% | +94.0% | -110.4% | -15.1% |
| All | -16.4% | +100.7% | -117.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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