+6,081.3%
LSCC vs IDXX
+57,007.2%
-50,925.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | +1.3% | -3.5% | +4.8% | +2.6% |
| 30D | -9.7% | -8.4% | -1.2% | -7.1% |
| 3M | -23.7% | -5.2% | -18.5% | -23.0% |
| 6M | +26.5% | -17.5% | +44.0% | +33.9% |
| YTD | +57.5% | -20.9% | +78.4% | +68.8% |
| 1Y | +75.7% | -16.4% | +92.1% | +83.6% |
| 3Y | +19.5% | +4.7% | +14.7% | +13.1% |
| 5Y | +83.8% | -22.2% | +106.0% | +93.6% |
| 10Y | +1,772.4% | +369.3% | +1,403.1% | +1,037.3% |
| All | +6,081.3% | +57,007.2% | -50,925.9% | +896.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling