+23.9%
ISRG vs LH
+62.5%
-38.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.8% |
| 7D | +4.8% | +1.4% | +3.4% | +4.1% |
| 30D | +9.2% | +17.5% | -8.3% | +0.8% |
| 3M | +21.2% | +16.1% | +5.1% | +12.1% |
| 6M | +0.2% | +43.4% | -43.1% | -16.9% |
| YTD | -20.1% | +47.2% | -67.2% | -35.1% |
| 1Y | -17.3% | +50.1% | -67.5% | -33.7% |
| 3Y | +63.3% | +81.2% | -17.8% | +14.8% |
| All | +23.9% | +62.5% | -38.6% | -11.3% |
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