+36.7%
LIN vs IDXX
+64.4%
-27.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +2.1% | +4.2% | -2.1% | +1.6% |
| 30D | +6.8% | +33.1% | -26.4% | +2.6% |
| 3M | +10.4% | +24.2% | -13.8% | +7.0% |
| 6M | +3.2% | +33.2% | -30.0% | -0.9% |
| YTD | +24.6% | +4.1% | +20.5% | +23.3% |
| 1Y | +24.4% | +0.4% | +24.0% | +23.7% |
| 3Y | +36.7% | +62.9% | -26.1% | +22.3% |
| All | +36.7% | +64.4% | -27.6% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling