-18.7%
IDXX vs LTH
+150.3%
-169.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.5% |
| 7D | -4.3% | -3.7% | -0.6% | -3.3% |
| 30D | -13.7% | -5.3% | -8.3% | -12.5% |
| 3M | -9.1% | +24.2% | -33.2% | -14.4% |
| 6M | -15.4% | +54.8% | -70.3% | -25.5% |
| YTD | -25.1% | +56.1% | -81.2% | -34.5% |
| 1Y | -20.6% | +45.5% | -66.1% | -29.4% |
| 3Y | +8.7% | +155.9% | -147.1% | -19.5% |
| All | -18.7% | +150.3% | -169.0% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling