+352.1%
IDXX vs LH
+183.3%
+168.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.2% |
| 7D | -5.7% | -4.7% | -1.0% | -3.3% |
| 30D | -11.5% | -3.5% | -8.1% | -9.9% |
| 3M | -9.5% | +17.7% | -27.2% | -17.4% |
| 6M | -16.0% | +15.8% | -31.7% | -22.6% |
| YTD | -25.4% | +25.1% | -50.5% | -34.2% |
| 1Y | -21.8% | +12.5% | -34.3% | -27.1% |
| 3Y | +7.0% | +59.8% | -52.7% | -18.2% |
| 5Y | -26.0% | +27.1% | -53.0% | -36.8% |
| All | +352.1% | +183.3% | +168.8% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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