+103.0%
ISRG vs LCID
-97.1%
+200.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +10.1% | +1.4% |
| 7D | -2.0% | -10.2% | +8.1% | -1.5% |
| 30D | +5.6% | -10.2% | +15.7% | +6.0% |
| 3M | +10.5% | -54.1% | +64.7% | +15.4% |
| 6M | +2.6% | -53.8% | +56.4% | +5.8% |
| YTD | -21.7% | -72.0% | +50.4% | -17.1% |
| 1Y | -21.6% | -80.5% | +59.0% | -15.2% |
| 3Y | +57.0% | -92.6% | +149.6% | +74.1% |
| 5Y | +25.0% | -99.3% | +124.3% | +52.3% |
| All | +103.0% | -97.1% | +200.1% | +180.4% |
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