-3.3%
LVS vs IDXX
+360.5%
-363.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -3.5% | -5.7% | +2.3% | -1.5% |
| 30D | -6.2% | -11.5% | +5.3% | -2.3% |
| 3M | -14.8% | -9.5% | -5.3% | -12.2% |
| 6M | -20.9% | -16.0% | -4.9% | -16.5% |
| YTD | -33.0% | -25.4% | -7.6% | -26.7% |
| 1Y | -20.0% | -21.8% | +1.8% | -14.3% |
| 3Y | -6.9% | +7.0% | -14.0% | -14.1% |
| 5Y | +9.1% | -26.0% | +35.0% | +9.2% |
| All | -3.3% | +360.5% | -363.8% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling