+107.2%
ISRG vs LCID
-96.8%
+204.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.4% | -13.8% | -4.0% |
| 7D | +4.8% | +8.9% | -4.1% | +4.2% |
| 30D | +9.2% | -15.4% | +24.7% | +10.1% |
| 3M | +21.2% | -52.9% | +74.0% | +26.3% |
| 6M | +0.2% | -46.8% | +47.1% | +2.6% |
| YTD | -20.1% | -68.9% | +48.8% | -15.8% |
| 1Y | -17.3% | -81.7% | +64.3% | -10.2% |
| 3Y | +63.3% | -92.4% | +155.7% | +81.0% |
| 5Y | +24.1% | -99.2% | +123.3% | +50.3% |
| All | +107.2% | -96.8% | +204.0% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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