+18.7%
LHX vs IDXX
-26.5%
+45.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | -4.3% | -5.7% | +1.5% | -3.6% |
| 30D | -15.1% | -11.5% | -3.6% | -14.0% |
| 3M | -21.0% | -9.5% | -11.4% | -20.1% |
| 6M | -32.0% | -16.0% | -16.0% | -30.8% |
| YTD | -15.3% | -25.4% | +10.1% | -12.8% |
| 1Y | -11.1% | -21.8% | +10.7% | -9.0% |
| 3Y | +54.0% | +7.0% | +47.0% | +48.4% |
| All | +18.7% | -26.5% | +45.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 5y: compounded portfolio wealth divided by compounded IDXX 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…
5y analysis · Full analysis span regression · 6 months rolling