+5,083.9%
LITE vs IDXX
+655.3%
+4,428.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.5% |
| 7D | -1.5% | -3.5% | +2.0% | 0.0% |
| 30D | +6.7% | -8.4% | +15.1% | +10.0% |
| 3M | -6.8% | -5.2% | -1.6% | -6.7% |
| 6M | +29.4% | -17.5% | +46.9% | +36.9% |
| YTD | +139.1% | -20.9% | +160.0% | +155.2% |
| 1Y | +521.0% | -16.4% | +537.4% | +541.5% |
| 3Y | +1,535.3% | +4.7% | +1,530.6% | +1,347.3% |
| 5Y | +889.8% | -22.2% | +912.1% | +882.2% |
| 10Y | +2,400.7% | +369.3% | +2,031.5% | +1,026.9% |
| All | +5,083.9% | +655.3% | +4,428.5% | +2,014.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling