+2.0%
ISRG vs LII
+25.3%
-23.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -2.3% | -12.6% | +10.3% | +2.1% |
| 3M | -12.4% | -24.4% | +12.0% | -5.1% |
| 6M | -26.8% | -28.7% | +1.9% | -19.7% |
| YTD | -35.3% | -19.1% | -16.1% | -32.6% |
| 1Y | -19.3% | -29.7% | +10.4% | -12.2% |
| 3Y | +18.1% | +4.8% | +13.4% | +0.3% |
| All | +2.0% | +25.3% | -23.3% | -26.4% |
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