+25.5%
ISRG vs LII
+17.0%
+8.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -2.0% | +2.9% | -5.0% | -3.0% |
| 30D | +5.6% | +0.9% | +4.6% | +5.0% |
| 3M | +10.5% | -15.5% | +26.1% | +16.5% |
| 6M | +2.6% | -30.2% | +32.8% | +13.5% |
| YTD | -21.7% | -26.8% | +5.2% | -16.1% |
| 1Y | -21.6% | -25.3% | +3.7% | -16.8% |
| 3Y | +57.0% | -7.8% | +64.8% | +39.6% |
| All | +25.5% | +17.0% | +8.5% | -8.7% |
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 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