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Financial Instruments and Fair Value Measurements (Tables)
 9 Months Ended
Sep. 30, 2025
Fair Value Disclosures [Abstract]  
Schedule of Interest Rate Derivatives The key terms of the active interest rate swaps are as follows:
April 23, 2024
Interest Rate Swap		August 8, 2025 Interest Rate SwapAugust 28, 2025 Interest Rate SwapSeptember 18, 2025 Interest Rate Swap
Effective dateApril 30, 2024August 12, 2025August 29, 2025September 18, 2025
Termination dateMarch 31, 2027September 30, 2028September 30, 2028September 30, 2028
Term35 Months38 Months37 Months36 Months
Notional amount$50.0$40.0$20.0$20.0
Fixed swap rate4.67%3.46%3.34%3.31%
The fair value of the active interest rate swaps classified as Level 2 as of September 30, 2025, and December 31, 2024, were as follows:
Balance Sheet LocationSeptember 30, 2025December 31, 2024
Interest rate swap liabilitiesOther long-term liabilities$(1.1)$(0.7)
The key terms of the interest rate collars are as follows:
December 12, 2022
Interest Rate Collar		December 14, 2022
Interest Rate Collar
Effective dateFebruary 1, 2023February 1, 2023
Termination dateOctober 30, 2026October 31, 2025
Term45 Months33 Months
Notional amount$75.0$75.0
Floor Rate2.09%2.25%
Ceiling Rate5.00%5.00%
The fair value of the interest rate collars classified as Level 2 as of September 30, 2025, and December 31, 2024, were as follows:
Balance Sheet LocationSeptember 30, 2025December 31, 2024
Interest rate collar assetsPrepaid expenses and other current assets$— $0.1 
Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss) The cash flows associated with the active interest rate swaps have been recognized as an adjustment to interest expense in the condensed consolidated statements of operations, and the changes in the fair value of the active interest rate swaps has been included in other comprehensive income (loss) in the condensed consolidated statements of comprehensive income (loss):
Three Months Ended September 30,Nine Months Ended September 30,
2025202420252024
Cash Flow Impacts
Net interest paid$— $— $0.1 $— 
Loss recognized in other comprehensive income (loss)0.1 1.1 0.4 1.6 
The cash flows associated with the terminated interest rate swap have been recognized as an adjustment to interest expense in the condensed consolidated statements of operations:
Nine Months Ended September 30, 2024
Cash Flow Impacts
Net interest received$(1.0)
Impacts with Terminated Swap as Nonhedging Instrument
Loss recognized in interest expense excluded from hedge effectiveness assessments0.9 
Amounts reclassified out of accumulated other comprehensive loss to interest expense0.6 
Net interest expense(1.0)
Total impact of terminated swap to interest expense$0.5 
The cash flows associated with the interest rate collars have been recognized as an adjustment to interest expense in the condensed consolidated statements of operations, and the changes in the fair value of the interest rate collars have been included in other comprehensive income (loss) in the condensed consolidated statements of comprehensive income (loss):
Three Months Ended September 30,Nine Months Ended September 30,
2025202420252024
Cash Flow Impacts
Net interest received$— $(0.1)$— $(0.3)
Loss recognized in other comprehensive income (loss)$— $0.6 $0.1 $—