-16.4%
IDXX vs LTH
+54.1%
-70.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.1% |
| 7D | -3.5% | -0.6% | -2.9% | -3.4% |
| 30D | -8.4% | -4.6% | -3.9% | -7.7% |
| 3M | -5.2% | +32.8% | -38.0% | -10.0% |
| 6M | -17.5% | +64.6% | -82.1% | -25.4% |
| YTD | -20.9% | +62.6% | -83.5% | -29.2% |
| 1Y | -16.4% | +49.9% | -66.4% | -25.2% |
| All | -16.4% | +54.1% | -70.5% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling