+536.3%
ISRG vs LH
+259.5%
+276.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | +5.4% | +4.6% | +0.9% | +3.1% |
| 30D | +8.6% | +19.1% | -10.5% | -0.9% |
| 3M | +21.6% | +16.7% | +4.8% | +11.8% |
| 6M | +2.3% | +47.0% | -44.7% | -16.8% |
| YTD | -18.7% | +49.3% | -68.0% | -34.8% |
| 1Y | -17.8% | +48.6% | -66.4% | -34.0% |
| 3Y | +69.1% | +87.8% | -18.8% | +17.2% |
| 5Y | +26.5% | +65.0% | -38.6% | -7.2% |
| 10Y | +536.3% | +275.0% | +261.3% | +190.6% |
| All | +536.3% | +259.5% | +276.8% | +190.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling