+24.5%
LIN vs IDXX
+9.8%
+14.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -4.0% | -4.4% | +0.5% | -3.3% |
| 30D | -4.9% | -13.5% | +8.6% | -3.0% |
| 3M | -9.2% | -11.0% | +1.8% | -7.8% |
| 6M | -2.6% | -15.6% | +13.1% | -0.5% |
| YTD | +10.5% | -23.9% | +34.4% | +14.4% |
| 1Y | -0.1% | -21.4% | +21.3% | +2.7% |
| All | +24.5% | +9.8% | +14.8% | +16.7% |
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