+53,289.7%
IDXX vs LNT
+2,610.5%
+50,679.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.7% | -1.0% | -4.7% | -5.4% |
| 30D | -11.5% | -4.2% | -7.3% | -10.2% |
| 3M | -9.5% | -6.7% | -2.9% | -7.4% |
| 6M | -16.0% | -3.6% | -12.4% | -15.2% |
| YTD | -25.4% | +5.9% | -31.3% | -27.3% |
| 1Y | -21.8% | +7.3% | -29.0% | -24.3% |
| 3Y | +7.0% | +46.5% | -39.4% | -8.2% |
| 5Y | -26.0% | +32.5% | -58.4% | -34.7% |
| 10Y | +358.9% | +147.9% | +211.0% | +216.6% |
| All | +53,289.7% | +2,610.5% | +50,679.3% | +19,010.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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