+19.2%
ISRG vs LCID
-92.6%
+111.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -0.9% |
| 7D | -1.6% | -6.6% | +5.0% | -1.2% |
| 30D | -2.3% | -30.1% | +27.9% | -0.5% |
| 3M | -12.4% | -17.6% | +5.2% | -12.6% |
| 6M | -26.8% | -54.4% | +27.6% | -24.7% |
| YTD | -35.3% | -55.7% | +20.5% | -33.4% |
| 1Y | -19.3% | -71.0% | +51.7% | -15.4% |
| All | +19.2% | -92.6% | +111.7% | +39.0% |
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