+606.9%
LULU vs IDXX
+1,939.2%
-1,332.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -1.6% | -5.7% | +4.1% | +1.4% |
| 30D | -18.1% | -11.5% | -6.6% | -12.9% |
| 3M | -18.8% | -9.5% | -9.2% | -14.7% |
| 6M | -39.2% | -16.0% | -23.2% | -33.7% |
| YTD | -52.4% | -25.4% | -27.0% | -44.9% |
| 1Y | -40.3% | -21.8% | -18.5% | -33.5% |
| 3Y | -75.1% | +7.0% | -82.1% | -77.8% |
| 5Y | -76.7% | -26.0% | -50.8% | -75.5% |
| 10Y | +52.7% | +358.9% | -306.2% | -44.3% |
| All | +606.9% | +1,939.2% | -1,332.3% | -11.6% |
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 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