+533.8%
ISRG vs LII
+166.1%
+367.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.9% |
| 7D | -6.1% | -0.2% | -5.9% | -6.0% |
| 30D | +4.2% | -0.6% | +4.8% | +4.2% |
| 3M | +9.6% | -17.0% | +26.6% | +17.3% |
| 6M | +1.9% | -31.1% | +33.0% | +15.2% |
| YTD | -22.3% | -27.7% | +5.3% | -15.3% |
| 1Y | -23.2% | -26.2% | +3.0% | -17.1% |
| 3Y | +58.5% | -9.6% | +68.1% | +46.4% |
| 5Y | +23.9% | +15.7% | +8.3% | -2.5% |
| All | +533.8% | +166.1% | +367.8% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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