-1.6%
LITE vs IDXX
-4.4%
+2.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +5.6% |
| 7D | -1.5% | -3.5% | +2.0% | -6.8% |
| 30D | +6.7% | -8.4% | +15.1% | -4.3% |
| All | -1.6% | -4.4% | +2.9% | -4.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling