+12.7%
LRCX vs IDXX
-7.4%
+20.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.0% | -12.4% | -16.4% |
| 7D | -27.2% | +16.4% | -43.6% | -26.1% |
| 30D | -44.5% | +30.1% | -74.7% | -44.2% |
| 3M | -39.7% | +14.7% | -54.4% | -38.4% |
| 6M | -32.7% | +19.1% | -51.9% | -31.9% |
| YTD | +8.5% | -0.9% | +9.4% | +22.8% |
| 1Y | +12.7% | -6.9% | +19.6% | +33.3% |
| All | +12.7% | -7.4% | +20.1% | +33.3% |
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