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Stock-Based Compensation (Schedule Of Assumptions Used In Monte-Carlo Simulation Model) (Details) - Market-Based Restricted Stock Units [Member]	3 Months Ended
	Jun. 30, 2023	Jun. 30, 2022
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Risk-free interest rate	4.40%	3.30%
Expected volatility, maximum	59.00%	56.00%
Expected volatility, minimum	25.00%	33.00%
Weighted-average volatility	39.00%	43.00%

X

- Definition

The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References

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- Definition

The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

Rate of weighted-average expected volatility for award under share-based payment arrangement.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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