-23.2%
ISRG vs LII
-28.0%
+4.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -2.0% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | +4.2% | -0.6% | +4.8% | +4.2% |
| 3M | +9.6% | -17.0% | +26.6% | +12.3% |
| 6M | +1.9% | -31.1% | +33.0% | +6.6% |
| YTD | -22.3% | -27.7% | +5.3% | -20.0% |
| 1Y | -23.2% | -26.2% | +3.0% | -21.6% |
| All | -23.2% | -28.0% | +4.8% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling