+500.7%
ISRG vs LII
+162.0%
+338.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.6% |
| 7D | +4.8% | -0.6% | +5.4% | +5.2% |
| 30D | +9.2% | -4.6% | +13.8% | +10.9% |
| 3M | +21.2% | -21.2% | +42.4% | +32.2% |
| 6M | +0.2% | -36.4% | +36.7% | +17.0% |
| YTD | -20.1% | -28.9% | +8.9% | -12.2% |
| 1Y | -17.3% | -29.5% | +12.2% | -9.1% |
| 3Y | +63.3% | -8.6% | +71.9% | +49.7% |
| 5Y | +24.1% | +20.2% | +3.9% | -4.4% |
| All | +500.7% | +162.0% | +338.7% | +224.3% |
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