+86.7%
LSCC vs IDXX
-26.5%
+113.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.7% |
| 6M | +31.9% | -16.0% | +47.9% | +43.3% |
| YTD | +62.8% | -25.4% | +88.2% | +89.5% |
| 1Y | +81.4% | -21.8% | +103.2% | +102.1% |
| 3Y | +33.1% | +7.0% | +26.0% | +8.0% |
| All | +86.7% | -26.5% | +113.3% | +90.1% |
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