+356.0%
ISRG vs LEN
+99.2%
+256.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.7% | -3.2% |
| 7D | -5.2% | -2.9% | -2.3% | -4.2% |
| 30D | -7.6% | -8.9% | +1.3% | -4.6% |
| 3M | -16.4% | -10.9% | -5.5% | -13.2% |
| 6M | -28.6% | -19.7% | -8.9% | -23.6% |
| YTD | -38.2% | -20.6% | -17.6% | -34.1% |
| 1Y | -25.5% | -42.4% | +16.9% | -11.7% |
| 3Y | +17.4% | -26.5% | +44.0% | +22.5% |
| 5Y | -3.0% | -10.9% | +8.0% | -8.0% |
| 10Y | +356.0% | +100.6% | +255.3% | +201.0% |
| All | +356.0% | +99.2% | +256.8% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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