+1,909.4%
LSCC vs IDXX
+360.5%
+1,548.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.1% |
| 7D | +3.3% | -5.7% | +9.1% | +6.9% |
| 30D | -7.4% | -11.5% | +4.2% | -0.8% |
| 3M | -16.2% | -9.5% | -6.6% | -12.6% |
| 6M | +31.9% | -16.0% | +47.9% | +43.2% |
| YTD | +62.8% | -25.4% | +88.2% | +89.1% |
| 1Y | +81.4% | -21.8% | +103.2% | +102.0% |
| 3Y | +33.1% | +7.0% | +26.0% | +12.5% |
| 5Y | +90.8% | -26.0% | +116.7% | +100.2% |
| All | +1,909.4% | +360.5% | +1,548.9% | +910.6% |
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