+536.3%
ISRG vs LII
+170.7%
+365.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.9% |
| 7D | +5.4% | -1.2% | +6.6% | +6.0% |
| 30D | +8.6% | -2.0% | +10.6% | +9.1% |
| 3M | +21.6% | -20.2% | +41.8% | +32.0% |
| 6M | +2.3% | -32.5% | +34.9% | +16.6% |
| YTD | -18.7% | -27.4% | +8.7% | -11.5% |
| 1Y | -17.8% | -28.2% | +10.4% | -10.2% |
| 3Y | +69.1% | -7.2% | +76.3% | +54.2% |
| 5Y | +26.5% | +19.9% | +6.6% | -2.2% |
| 10Y | +536.3% | +168.6% | +367.6% | +249.7% |
| All | +536.3% | +170.7% | +365.5% | +249.7% |
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