+7.4%
IDXX vs LII
-1.8%
+9.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.5% |
| 7D | -4.3% | -3.5% | -0.8% | -3.4% |
| 30D | -13.7% | -13.5% | -0.1% | -10.4% |
| 3M | -9.1% | -26.0% | +17.0% | -3.2% |
| 6M | -15.4% | -26.8% | +11.4% | -10.1% |
| YTD | -25.1% | -22.9% | -2.3% | -21.9% |
| 1Y | -20.6% | -32.6% | +12.0% | -14.0% |
| All | +7.4% | -1.8% | +9.2% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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