-0.9%
LOW vs IDXX
-7.4%
+6.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.6% |
| 7D | +9.6% | +16.4% | -6.8% | +3.5% |
| 30D | +24.5% | +30.1% | -5.6% | +11.8% |
| 3M | +4.0% | +14.7% | -10.7% | -1.4% |
| 6M | +2.2% | +19.1% | -17.0% | -4.9% |
| YTD | -3.7% | -0.9% | -2.8% | -4.6% |
| 1Y | -0.9% | -6.9% | +6.0% | 0.0% |
| All | -0.9% | -7.4% | +6.5% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling