+22,229.9%
ISRG vs LH
+2,658.5%
+19,571.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.7% |
| 7D | +4.8% | +1.4% | +3.4% | +4.3% |
| 30D | +9.2% | +17.5% | -8.3% | +2.2% |
| 3M | +21.2% | +16.1% | +5.1% | +13.7% |
| 6M | +0.2% | +43.4% | -43.1% | -13.7% |
| YTD | -20.1% | +47.2% | -67.2% | -32.2% |
| 1Y | -17.3% | +50.1% | -67.5% | -30.5% |
| 3Y | +63.3% | +81.2% | -17.8% | +25.7% |
| 5Y | +24.1% | +63.7% | -39.7% | -1.0% |
| 10Y | +507.0% | +269.2% | +237.8% | +244.7% |
| All | +22,229.9% | +2,658.5% | +19,571.4% | +9,348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling