+105.9%
ISRG vs LCID
-96.3%
+202.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -7.0% | -2.6% |
| 7D | +2.1% | +24.8% | -22.7% | +0.6% |
| 30D | +6.2% | -0.5% | +6.7% | +5.9% |
| 3M | +14.4% | -43.0% | +57.4% | +17.9% |
| 6M | 0.0% | -40.5% | +40.5% | +1.6% |
| YTD | -20.5% | -64.3% | +43.8% | -17.1% |
| 1Y | -21.9% | -78.1% | +56.2% | -16.1% |
| 3Y | +62.2% | -90.1% | +152.3% | +76.6% |
| 5Y | +25.2% | -99.1% | +124.3% | +50.3% |
| All | +105.9% | -96.3% | +202.3% | +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