+1,468.2%
LYV vs IDXX
+2,706.2%
-1,238.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.9% | -5.7% | +3.8% | +1.1% |
| 30D | -8.2% | -11.5% | +3.4% | -2.4% |
| 3M | -1.3% | -9.5% | +8.3% | +3.2% |
| 6M | +2.6% | -16.0% | +18.6% | +10.9% |
| YTD | +19.4% | -25.4% | +44.8% | +36.5% |
| 1Y | -2.2% | -21.8% | +19.5% | +7.4% |
| 3Y | +106.0% | +7.0% | +99.0% | +77.0% |
| 5Y | +97.7% | -26.0% | +123.6% | +101.4% |
| 10Y | +560.5% | +358.9% | +201.6% | +88.8% |
| All | +1,468.2% | +2,706.2% | -1,238.0% | +29.3% |
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