+161.1%
ISRG vs LBRT
+33.5%
+127.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.0% |
| 7D | -1.6% | +8.3% | -9.8% | -2.5% |
| 30D | -2.3% | +6.1% | -8.4% | -3.0% |
| 3M | -12.4% | -34.8% | +22.3% | -8.7% |
| 6M | -26.8% | -24.8% | -2.0% | -25.3% |
| YTD | -35.3% | +12.2% | -47.5% | -37.5% |
| 1Y | -19.3% | +94.0% | -113.3% | -28.3% |
| 3Y | +18.1% | +31.3% | -13.1% | +7.1% |
| 5Y | +2.6% | +111.8% | -109.2% | -15.4% |
| All | +161.1% | +33.5% | +127.6% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling