+352.1%
IDXX vs LEN
+108.0%
+244.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -1.1% |
| 7D | -5.7% | -4.8% | -1.0% | -4.2% |
| 30D | -11.5% | -6.6% | -5.0% | -9.6% |
| 3M | -9.5% | -15.7% | +6.1% | -4.7% |
| 6M | -16.0% | -16.6% | +0.7% | -11.4% |
| YTD | -25.4% | -21.3% | -4.1% | -20.3% |
| 1Y | -21.8% | -42.0% | +20.3% | -8.0% |
| 3Y | +7.0% | -27.9% | +35.0% | +14.1% |
| 5Y | -26.0% | -10.7% | -15.3% | -27.7% |
| All | +352.1% | +108.0% | +244.0% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling