+2.0%
ISRG vs LCID
-97.6%
+99.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.0% |
| 7D | -1.6% | -6.6% | +5.0% | -1.1% |
| 30D | -2.3% | -30.1% | +27.9% | +0.4% |
| 3M | -12.4% | -17.6% | +5.2% | -12.5% |
| 6M | -26.8% | -54.4% | +27.6% | -23.4% |
| YTD | -35.3% | -55.7% | +20.5% | -32.4% |
| 1Y | -19.3% | -71.0% | +51.7% | -13.1% |
| 3Y | +18.1% | -92.6% | +110.8% | +38.2% |
| All | +2.0% | -97.6% | +99.7% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling