+2.0%
ISRG vs LBRT
+114.2%
-112.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -0.9% |
| 7D | -1.6% | +8.3% | -9.8% | -2.4% |
| 30D | -2.3% | +6.1% | -8.4% | -2.9% |
| 3M | -12.4% | -34.8% | +22.3% | -9.1% |
| 6M | -26.8% | -24.8% | -2.0% | -25.6% |
| YTD | -35.3% | +12.2% | -47.5% | -37.5% |
| 1Y | -19.3% | +94.0% | -113.3% | -28.4% |
| 3Y | +18.1% | +31.3% | -13.1% | +5.9% |
| All | +2.0% | +114.2% | -112.2% | -16.2% |
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