+23,005.1%
ISRG vs LII
+4,410.4%
+18,594.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.7% |
| 7D | +4.4% | +0.2% | +4.2% | +4.4% |
| 30D | +15.8% | -4.6% | +20.4% | +17.5% |
| 3M | +24.9% | -21.7% | +46.5% | +36.3% |
| 6M | +3.8% | -32.8% | +36.6% | +18.3% |
| YTD | -17.3% | -27.5% | +10.2% | -9.7% |
| 1Y | -14.6% | -28.0% | +13.4% | -6.7% |
| 3Y | +68.2% | -7.2% | +75.4% | +59.9% |
| 5Y | +28.4% | +22.6% | +5.8% | +7.0% |
| 10Y | +528.0% | +171.5% | +356.5% | +272.6% |
| All | +23,005.1% | +4,410.4% | +18,594.7% | +5,186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling