Derivatives - Additional Information (Details) - USD ($) $ in Millions |
9 Months Ended | |
|---|---|---|
Sep. 30, 2025 |
Dec. 31, 2024 |
|
| Derivative [Line Items] | ||
| Derivative, description of terms | The Company is subject to interest rate risk related to the Senior Secured Credit Facility and entered into interest rate swaps to manage a portion of this exposure. The interest rate swaps were designated as cash flow hedges that qualified for hedge accounting under the hypothetical derivative method and effectively hedged $500 million of the variable rate debt associated with the Term Loan at the Term SOFR weighted average fixed rate of 2.81% through September 2025.Fair value adjustments associated with the interest rate swaps were recorded as a component of Accumulated other comprehensive loss, net of tax (“AOCL”) in the Condensed Consolidated Balance Sheets. Balances in AOCL were reclassified to earnings when transactions related to the underlying risk were settled. In September 2025, all of the Company's interest rate swap contracts reached maturity and were terminated. | |
| Accumulated other comprehensive loss, net of tax | $ 5 | |
| Interest Rate Swaps | ||
| Derivative [Line Items] | ||
| Derivative, amount of hedged item | $ 500 | |
| Weighted average Term SOFR fixed rate | 2.81% | |
| Debt Instrument, Variable Interest Rate, Type [Extensible Enumeration] | Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate [Member] |