Share-Based Awards - Schedule of Fair Value of Options Granted, Estimated at Date of Grant Using Black Scholes Merton Option Pricing Model (Details) - Option awards - $ / shares	3 Months Ended	9 Months Ended
Sep. 30, 2025	Sep. 30, 2024	Sep. 30, 2025	Sep. 30, 2024
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected volatility	54.00%	55.00%
Expected volatility, minimum			54.00%	55.00%
Expected volatility, maximum			60.00%	61.00%
Risk-free interest rate	3.82%	3.74%
Risk-free interest rate, minimum			3.82%	3.74%
Risk-free interest rate, maximum			4.17%	4.50%
Weighted-average expected life	5 years 3 months 18 days	5 years 6 months
Weighted-average fair value of options granted (in dollars per share)	$ 46.43	$ 30.96	$ 43.34	$ 31.80
Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Weighted-average expected life			5 years 3 months 18 days	5 years 6 months
Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Weighted-average expected life			6 years 9 months 18 days	6 years 9 months 18 days

The estimated measure of the 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.

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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.

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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.

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

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

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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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- Definition

The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology.

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Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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