+1,119.0%
LNG vs IDXX
+15,281.3%
-14,162.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -4.7% | -5.7% | +1.1% | -3.7% |
| 30D | +3.8% | -11.5% | +15.4% | +6.1% |
| 3M | +16.2% | -9.5% | +25.7% | +17.9% |
| 6M | +11.7% | -16.0% | +27.6% | +14.5% |
| YTD | +44.2% | -25.4% | +69.6% | +50.7% |
| 1Y | +18.6% | -21.8% | +40.3% | +22.3% |
| 3Y | +77.4% | +7.0% | +70.4% | +68.6% |
| 5Y | +232.3% | -26.0% | +258.2% | +231.0% |
| 10Y | +550.1% | +358.9% | +191.2% | +347.5% |
| All | +1,119.0% | +15,281.3% | -14,162.3% | +249.7% |
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