-31.8%
LVS vs IDXX
-2.6%
-29.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.9% | +2.5% | +5.5% |
| 7D | +13.4% | +24.1% | -10.7% | +7.3% |
| 30D | +12.2% | +32.5% | -20.3% | +4.3% |
| 3M | -10.7% | +18.8% | -29.5% | -14.8% |
| 6M | -19.8% | +24.0% | -43.9% | -24.4% |
| YTD | -35.8% | +3.3% | -39.0% | -37.9% |
| 1Y | -31.8% | -3.3% | -28.5% | -33.4% |
| All | -31.8% | -2.6% | -29.2% | -33.4% |
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