-3.0%
ISRG vs LH
+31.3%
-34.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.2% |
| 7D | -5.2% | -0.8% | -4.3% | -4.8% |
| 30D | -7.6% | +2.0% | -9.6% | -8.5% |
| 3M | -16.4% | +24.3% | -40.6% | -25.4% |
| 6M | -28.6% | +21.1% | -49.6% | -35.5% |
| YTD | -38.2% | +30.4% | -68.6% | -46.5% |
| 1Y | -25.5% | +18.4% | -43.9% | -32.4% |
| 3Y | +17.4% | +65.5% | -48.0% | -13.9% |
| 5Y | -3.0% | +29.9% | -32.8% | -19.2% |
| All | -3.0% | +31.3% | -34.2% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling