+81.4%
LSCC vs IDXX
-20.8%
+102.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +3.3% | -5.7% | +9.1% | +4.3% |
| 30D | -7.4% | -11.5% | +4.2% | -5.6% |
| 3M | -16.2% | -9.5% | -6.6% | -15.1% |
| 6M | +31.9% | -16.0% | +47.9% | +36.3% |
| YTD | +62.8% | -25.4% | +88.2% | +72.6% |
| 1Y | +81.4% | -21.8% | +103.2% | +92.2% |
| All | +81.4% | -20.8% | +102.2% | +92.2% |
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