+23.9%
ISRG vs LII
+19.9%
+4.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.7% |
| 7D | +4.8% | -0.6% | +5.4% | +5.1% |
| 30D | +9.2% | -4.6% | +13.8% | +10.6% |
| 3M | +21.2% | -21.2% | +42.4% | +30.5% |
| 6M | +0.2% | -36.4% | +36.7% | +14.5% |
| YTD | -20.1% | -28.9% | +8.9% | -13.5% |
| 1Y | -17.3% | -29.5% | +12.2% | -10.4% |
| 3Y | +63.3% | -8.6% | +71.9% | +45.2% |
| All | +23.9% | +19.9% | +4.0% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling