Derivative Financial Instruments - Interest Rate Swaps Designated as Cash Flow Hedges (Details) - Cash Flow Hedging - Interest rate swap - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2021	Dec. 31, 2020
Derivative [Line Items]
Notional amount	$ 70,000	$ 70,000
Weighted average fixed pay rates	1.80%	1.80%
Weighted average variable 3 month LIBOR receive rates	0.18%	0.22%
Weighted average maturity in years	2 years 7 months 9 days	2 years 10 months 6 days
Unrealized gains (losses), net of tax	$ (1,575)	$ (2,184)
Interest income (expense) on swap transactions	300
Unrealized gain (loss) to be reclassified from OCI to interest expense during next twelve months	(300)
Other liabilities
Derivative [Line Items]
Fair value recorded in other liabilities	$ 2,200	$ 3,100