+63.3%
ISRG vs LCID
-93.0%
+156.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.4% | -13.8% | -3.9% |
| 7D | +4.8% | +8.9% | -4.1% | +4.3% |
| 30D | +9.2% | -15.4% | +24.7% | +9.9% |
| 3M | +21.2% | -52.9% | +74.0% | +25.1% |
| 6M | +0.2% | -46.8% | +47.1% | +1.8% |
| YTD | -20.1% | -68.9% | +48.8% | -16.9% |
| 1Y | -17.3% | -81.7% | +64.3% | -12.0% |
| 3Y | +63.3% | -92.4% | +155.7% | +78.7% |
| All | +63.3% | -93.0% | +156.3% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling