+5.7%
ISRG vs LHX
+17.8%
-12.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +2.2% |
| 7D | -2.5% | -4.8% | +2.3% | -1.5% |
| 30D | -10.2% | -12.7% | +2.6% | -7.6% |
| 3M | -12.5% | -17.6% | +5.1% | -9.1% |
| 6M | -25.8% | -30.7% | +4.9% | -20.1% |
| YTD | -36.4% | -14.3% | -22.0% | -34.9% |
| 1Y | -19.9% | -8.4% | -11.5% | -19.5% |
| 3Y | +20.9% | +56.7% | -35.8% | +5.3% |
| 5Y | +5.7% | +18.5% | -12.8% | -4.4% |
| All | +5.7% | +17.8% | -12.2% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling