+3,911.9%
ISRG vs LDOS
+508.5%
+3,403.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.7% | +9.1% |
| 7D | +8.5% | -2.8% | +11.3% | +9.6% |
| 30D | +18.6% | +13.6% | +5.0% | +12.5% |
| 3M | +30.9% | +4.2% | +26.7% | +28.1% |
| 6M | +6.6% | -8.2% | +14.8% | +8.9% |
| YTD | -14.9% | -24.1% | +9.2% | -7.3% |
| 1Y | -10.5% | -31.2% | +20.7% | +1.4% |
| 3Y | +73.1% | +35.0% | +38.1% | +43.6% |
| 5Y | +32.7% | +52.6% | -19.9% | +2.5% |
| 10Y | +546.2% | +261.9% | +284.3% | +246.8% |
| All | +3,911.9% | +508.5% | +3,403.5% | +1,486.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling