+222.4%
ISRG vs LBRT
-22.5%
+244.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.4% | -8.7% | -3.9% |
| 7D | +4.8% | -29.1% | +34.0% | +8.4% |
| 30D | +9.2% | -38.4% | +47.6% | +14.6% |
| 3M | +21.2% | -40.1% | +61.2% | +27.2% |
| 6M | +0.2% | -62.9% | +63.1% | +10.4% |
| YTD | -20.1% | -34.5% | +14.5% | -18.7% |
| 1Y | -17.3% | -30.2% | +12.9% | -16.8% |
| 3Y | +63.3% | -37.5% | +100.8% | +60.5% |
| 5Y | +24.1% | +7.6% | +16.5% | +10.3% |
| All | +222.4% | -22.5% | +244.8% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling