+23.9%
ISRG vs LDOS
+49.1%
-25.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.7% |
| 7D | +4.8% | -7.2% | +12.0% | +6.9% |
| 30D | +9.2% | +16.8% | -7.6% | +4.5% |
| 3M | +21.2% | -1.6% | +22.8% | +21.4% |
| 6M | +0.2% | -1.0% | +1.2% | -0.3% |
| YTD | -20.1% | -25.8% | +5.7% | -14.6% |
| 1Y | -17.3% | -31.1% | +13.7% | -9.7% |
| 3Y | +63.3% | +32.8% | +30.5% | +37.2% |
| All | +23.9% | +49.1% | -25.2% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling