+416.0%
LRCX vs IDXX
-26.5%
+442.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -3.1% | -5.7% | +2.7% | -0.3% |
| 30D | -8.6% | -11.5% | +3.0% | -3.2% |
| 3M | -17.7% | -9.5% | -8.1% | -15.3% |
| 6M | +36.4% | -16.0% | +52.3% | +45.7% |
| YTD | +74.5% | -25.4% | +99.9% | +98.3% |
| 1Y | +159.4% | -21.8% | +181.2% | +185.2% |
| 3Y | +361.6% | +7.0% | +354.5% | +295.0% |
| All | +416.0% | -26.5% | +442.6% | +394.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling