+27.2%
LYV vs IDXX
-5.1%
+32.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.4% |
| 7D | -1.5% | +22.6% | -24.1% | -4.1% |
| 30D | +2.6% | +33.4% | -30.8% | -1.9% |
| 3M | -3.6% | +14.6% | -18.2% | -4.9% |
| 6M | +4.4% | +16.7% | -12.3% | +2.6% |
| YTD | +23.0% | -0.1% | +23.1% | +22.7% |
| 1Y | +27.2% | -5.3% | +32.5% | +26.8% |
| All | +27.2% | -5.1% | +32.3% | +26.8% |
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