+59.1%
ISRG vs LCID
-90.3%
+149.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | 0.0% |
| 7D | -6.8% | +8.9% | -15.7% | -7.2% |
| 30D | +5.1% | +6.8% | -1.7% | +4.6% |
| 3M | +12.0% | -45.2% | +57.3% | +14.7% |
| 6M | +7.0% | -39.1% | +46.2% | +7.9% |
| YTD | -20.6% | -65.3% | +44.7% | -18.0% |
| 1Y | -21.4% | -78.4% | +57.0% | -17.2% |
| All | +59.1% | -90.3% | +149.4% | +73.4% |
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 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