+386.2%
ISRG vs LHX
+227.8%
+158.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.6% | +2.8% |
| 7D | +0.7% | -4.3% | +4.9% | +2.2% |
| 30D | -8.0% | -15.1% | +7.1% | -2.6% |
| 3M | -10.6% | -21.0% | +10.4% | -3.4% |
| 6M | -25.1% | -32.0% | +6.9% | -14.7% |
| YTD | -34.8% | -15.3% | -19.5% | -32.0% |
| 1Y | -19.0% | -11.1% | -8.0% | -17.3% |
| 3Y | +22.1% | +54.0% | -31.9% | -1.4% |
| 5Y | +8.2% | +17.1% | -8.9% | -4.8% |
| All | +386.2% | +227.8% | +158.3% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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