+227.5%
LOW vs IDXX
+360.5%
-133.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -3.7% | -5.7% | +2.0% | -1.5% |
| 30D | -8.9% | -11.5% | +2.7% | -4.5% |
| 3M | -10.4% | -9.5% | -0.9% | -7.0% |
| 6M | -19.4% | -16.0% | -3.4% | -14.0% |
| YTD | -17.1% | -25.4% | +8.3% | -7.7% |
| 1Y | -26.3% | -21.8% | -4.5% | -20.1% |
| 3Y | -9.9% | +7.0% | -16.9% | -18.0% |
| 5Y | +6.1% | -26.0% | +32.1% | +9.6% |
| All | +227.5% | +360.5% | -133.0% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling