-23.0%
IDXX vs LII
+19.1%
-42.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -5.7% | -6.3% | +0.5% | -3.3% |
| 30D | -11.5% | -13.0% | +1.5% | -6.7% |
| 3M | -9.5% | -29.0% | +19.5% | +1.4% |
| 6M | -16.0% | -27.7% | +11.7% | -7.5% |
| YTD | -25.4% | -24.2% | -1.2% | -20.0% |
| 1Y | -21.8% | -34.8% | +13.0% | -10.7% |
| 3Y | +7.0% | -4.2% | +11.3% | -7.4% |
| All | -23.0% | +19.1% | -42.0% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling