+376.2%
ISRG vs LDOS
+278.0%
+98.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.1% |
| 7D | -1.6% | -5.4% | +3.8% | +0.6% |
| 30D | -2.3% | +4.9% | -7.2% | -4.3% |
| 3M | -12.4% | +7.2% | -19.6% | -15.5% |
| 6M | -26.8% | -24.2% | -2.6% | -18.7% |
| YTD | -35.3% | -25.8% | -9.4% | -28.2% |
| 1Y | -19.3% | -24.7% | +5.4% | -11.5% |
| 3Y | +18.1% | +39.3% | -21.1% | -7.0% |
| 5Y | +2.6% | +43.3% | -40.7% | -22.2% |
| All | +376.2% | +278.0% | +98.1% | +155.4% |
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