+521.5%
ISRG vs LDOS
+256.7%
+264.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | +4.4% | -3.7% | +8.1% | +5.8% |
| 30D | +15.8% | +16.4% | -0.6% | +8.4% |
| 3M | +24.9% | +7.4% | +17.5% | +20.6% |
| 6M | +3.8% | -0.3% | +4.1% | +2.8% |
| YTD | -17.3% | -24.0% | +6.7% | -9.5% |
| 1Y | -14.6% | -29.6% | +15.0% | -3.4% |
| 3Y | +68.2% | +35.1% | +33.1% | +34.3% |
| 5Y | +28.4% | +52.9% | -24.5% | -5.9% |
| All | +521.5% | +256.7% | +264.9% | +281.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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