+550.7%
ISRG vs LMT
+207.9%
+342.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.5% |
| 7D | -6.8% | +2.5% | -9.3% | -7.6% |
| 30D | +5.1% | +19.2% | -14.1% | -1.7% |
| 3M | +12.0% | +2.7% | +9.4% | +10.2% |
| 6M | +7.0% | +20.6% | -13.6% | -1.0% |
| YTD | -20.6% | +28.4% | -49.0% | -29.3% |
| 1Y | -21.4% | +36.9% | -58.4% | -31.9% |
| 3Y | +62.0% | +48.5% | +13.5% | +31.3% |
| 5Y | +28.1% | +107.6% | -79.5% | -15.8% |
| 10Y | +550.7% | +206.5% | +344.2% | +282.8% |
| All | +550.7% | +207.9% | +342.8% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 10y: compounded portfolio wealth divided by compounded LMT 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…
10y analysis · Full analysis span regression · 6 months rolling