+533.8%
ISRG vs LH
+263.7%
+270.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.2% |
| 7D | -6.1% | +2.5% | -8.6% | -7.3% |
| 30D | +4.2% | +18.7% | -14.5% | -4.8% |
| 3M | +9.6% | +15.3% | -5.7% | +1.4% |
| 6M | +1.9% | +45.4% | -43.5% | -16.8% |
| YTD | -22.3% | +49.5% | -71.8% | -37.8% |
| 1Y | -23.2% | +41.4% | -64.5% | -36.7% |
| 3Y | +58.5% | +87.6% | -29.1% | +9.7% |
| 5Y | +23.9% | +53.8% | -29.8% | -5.7% |
| All | +533.8% | +263.7% | +270.2% | +179.8% |
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