+208.1%
LRCX vs IDXX
-16.0%
+224.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +4.0% | +4.9% |
| 7D | +1.9% | -3.5% | +5.4% | +2.5% |
| 30D | +0.1% | -8.4% | +8.5% | +1.5% |
| 3M | -8.5% | -5.2% | -3.3% | -8.1% |
| 6M | +38.1% | -17.5% | +55.5% | +47.1% |
| YTD | +80.1% | -20.9% | +100.9% | +95.0% |
| 1Y | +208.1% | -16.4% | +224.5% | +230.3% |
| All | +208.1% | -16.0% | +224.1% | +230.3% |
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