+7.0%
IDXX vs LEN
-27.3%
+34.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -1.1% |
| 7D | -5.7% | -4.8% | -1.0% | -4.3% |
| 30D | -11.5% | -6.6% | -5.0% | -9.6% |
| 3M | -9.5% | -15.7% | +6.1% | -4.8% |
| 6M | -16.0% | -16.6% | +0.7% | -11.6% |
| YTD | -25.4% | -21.3% | -4.1% | -20.5% |
| 1Y | -21.8% | -42.0% | +20.3% | -8.1% |
| 3Y | +7.0% | -27.9% | +35.0% | +3.5% |
| All | +7.0% | -27.3% | +34.3% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling