-19.0%
IDXX vs LTH
+150.5%
-169.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.7% | -4.0% | -1.7% | -4.7% |
| 30D | -11.5% | -5.3% | -6.3% | -10.4% |
| 3M | -9.5% | +19.0% | -28.6% | -13.8% |
| 6M | -16.0% | +55.8% | -71.7% | -26.1% |
| YTD | -25.4% | +56.1% | -81.5% | -34.7% |
| 1Y | -21.8% | +41.3% | -63.0% | -29.8% |
| 3Y | +7.0% | +156.6% | -149.6% | -20.8% |
| All | -19.0% | +150.5% | -169.4% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling