+77.4%
LNG vs IDXX
+7.6%
+69.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -4.7% | -5.7% | +1.1% | -4.5% |
| 30D | +3.8% | -11.5% | +15.4% | +4.1% |
| 3M | +16.2% | -9.5% | +25.7% | +16.4% |
| 6M | +11.7% | -16.0% | +27.6% | +12.2% |
| YTD | +44.2% | -25.4% | +69.6% | +45.8% |
| 1Y | +18.6% | -21.8% | +40.3% | +19.3% |
| 3Y | +77.4% | +7.0% | +70.4% | +67.4% |
| All | +77.4% | +7.6% | +69.9% | +67.4% |
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 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