+47.0%
LVS vs IDXX
+3,699.0%
-3,652.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -3.5% | -5.7% | +2.3% | -0.4% |
| 30D | -6.2% | -11.5% | +5.3% | -0.1% |
| 3M | -14.8% | -9.5% | -5.3% | -10.8% |
| 6M | -20.9% | -16.0% | -4.9% | -14.2% |
| YTD | -33.0% | -25.4% | -7.6% | -23.1% |
| 1Y | -20.0% | -21.8% | +1.8% | -11.4% |
| 3Y | -6.9% | +7.0% | -14.0% | -18.9% |
| 5Y | +9.1% | -26.0% | +35.0% | +11.7% |
| 10Y | -1.1% | +358.9% | -360.1% | -74.5% |
| All | +47.0% | +3,699.0% | -3,652.0% | -92.1% |
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 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