-10.5%
ISRG vs LH
+44.2%
-54.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.9% | +5.5% | +8.1% |
| 7D | +8.5% | +2.1% | +6.4% | +7.8% |
| 30D | +18.6% | +19.2% | -0.6% | +12.4% |
| 3M | +30.9% | +18.0% | +12.9% | +24.1% |
| 6M | +6.6% | +46.1% | -39.5% | -6.5% |
| YTD | -14.9% | +47.7% | -62.6% | -25.4% |
| 1Y | -10.5% | +47.2% | -57.8% | -22.1% |
| All | -10.5% | +44.2% | -54.8% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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