+17,168.2%
ISRG vs LHX
+2,746.9%
+14,421.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 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