+91.2%
LLY vs IDXX
+7.6%
+83.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.9% | -5.7% | +2.8% | -1.9% |
| 30D | -8.4% | -11.5% | +3.1% | -6.5% |
| 3M | -3.8% | -9.5% | +5.8% | -2.2% |
| 6M | +11.9% | -16.0% | +27.9% | +15.1% |
| YTD | +4.3% | -25.4% | +29.7% | +9.1% |
| 1Y | +48.5% | -21.8% | +70.2% | +54.0% |
| 3Y | +91.2% | +7.0% | +84.2% | +83.2% |
| All | +91.2% | +7.6% | +83.7% | +83.2% |
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