+10,674.4%
IDXX vs LII
+3,002.6%
+7,671.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.3% |
| 7D | -4.4% | +0.5% | -4.9% | -4.6% |
| 30D | -13.5% | -11.2% | -2.3% | -10.6% |
| 3M | -11.0% | -28.8% | +17.8% | -3.2% |
| 6M | -15.6% | -26.9% | +11.3% | -9.4% |
| YTD | -23.9% | -22.2% | -1.7% | -19.9% |
| 1Y | -21.4% | -32.0% | +10.5% | -14.5% |
| 3Y | +10.6% | -0.4% | +11.0% | +6.1% |
| 5Y | -23.9% | +22.4% | -46.3% | -31.7% |
| 10Y | +368.4% | +171.4% | +197.0% | +236.4% |
| All | +10,674.4% | +3,002.6% | +7,671.8% | +3,915.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling