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  • ISRG vs LHX✓SelectedUSD · LHXISRG vs LHX performance historyLatest closeAs of-4.51%09/08
Stock and ETF performance explorer

ISRG vs LHX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17,168.2%
LHX return
+2,746.9%
Excess return
+14,421.3%
Maximum drawdown
-82.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLHXExcessAlpha
1D-4.5%-0.3%-4.2%-4.4%
7D-5.2%-2.5%-2.7%-4.1%
30D-7.6%-10.4%+2.8%-3.1%
3M-16.4%-14.9%-1.4%-10.9%
6M-28.6%-29.6%+1.1%-17.5%
YTD-38.2%-11.8%-26.4%-35.8%
1Y-25.5%-5.1%-20.4%-25.5%
3Y+17.4%+61.3%-43.9%-9.3%
5Y-3.0%+22.4%-25.4%-17.5%
10Y+356.0%+232.2%+123.7%+133.8%
All+17,168.2%+2,746.9%+14,421.3%+2,700.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling