+23.9%
ISRG vs LBRT
+6.0%
+17.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.4% | -8.7% | -3.8% |
| 7D | +4.8% | -29.1% | +34.0% | +7.8% |
| 30D | +9.2% | -38.4% | +47.6% | +13.7% |
| 3M | +21.2% | -40.1% | +61.2% | +26.2% |
| 6M | +0.2% | -62.9% | +63.1% | +9.3% |
| YTD | -20.1% | -34.5% | +14.5% | -19.6% |
| 1Y | -17.3% | -30.2% | +12.9% | -17.8% |
| 3Y | +63.3% | -37.5% | +100.8% | +56.8% |
| All | +23.9% | +6.0% | +17.9% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling