+59.1%
ISRG vs LDOS
+33.8%
+25.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.4% |
| 7D | -6.8% | -1.3% | -5.4% | -6.5% |
| 30D | +5.1% | +10.1% | -5.0% | +2.8% |
| 3M | +12.0% | -4.7% | +16.7% | +13.0% |
| 6M | +7.0% | +5.6% | +1.4% | +4.9% |
| YTD | -20.6% | -25.1% | +4.5% | -17.1% |
| 1Y | -21.4% | -31.7% | +10.2% | -16.0% |
| All | +59.1% | +33.8% | +25.3% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling