+2,382.0%
LITE vs IDXX
+360.5%
+2,021.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +5.2% | -5.7% | +10.9% | +7.9% |
| 30D | -0.6% | -11.5% | +11.0% | +4.5% |
| 3M | +4.2% | -9.5% | +13.7% | +6.5% |
| 6M | +38.0% | -16.0% | +53.9% | +44.1% |
| YTD | +151.5% | -25.4% | +176.9% | +176.3% |
| 1Y | +462.2% | -21.8% | +484.0% | +499.5% |
| 3Y | +1,810.6% | +7.0% | +1,803.6% | +1,537.9% |
| 5Y | +980.2% | -26.0% | +1,006.2% | +998.2% |
| All | +2,382.0% | +360.5% | +2,021.5% | +834.1% |
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