-23.2%
ISRG vs LDOS
-32.8%
+9.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | -0.1% | -1.8% |
| 7D | -6.1% | -3.5% | -2.7% | -5.5% |
| 30D | +4.2% | +9.5% | -5.3% | +2.4% |
| 3M | +9.6% | -6.3% | +15.9% | +10.6% |
| 6M | +1.9% | +2.8% | -1.0% | -0.3% |
| YTD | -22.3% | -26.6% | +4.3% | -22.5% |
| 1Y | -23.2% | -31.3% | +8.1% | -22.6% |
| All | -23.2% | -32.8% | +9.7% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling