+359.5%
LIN vs IDXX
+362.2%
-2.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -4.3% | -4.3% | 0.0% | -3.1% |
| 30D | -5.6% | -13.7% | +8.1% | -1.6% |
| 3M | -9.0% | -9.1% | 0.0% | -6.8% |
| 6M | -2.5% | -15.4% | +13.0% | +1.6% |
| YTD | +9.3% | -25.1% | +34.5% | +17.6% |
| 1Y | -1.0% | -20.6% | +19.6% | +4.0% |
| 3Y | +24.0% | +8.7% | +15.3% | +13.0% |
| 5Y | +59.1% | -25.7% | +84.8% | +60.4% |
| All | +359.5% | +362.2% | -2.6% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling