+370.1%
ISRG vs LMT
+184.4%
+185.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.6% |
| 7D | -5.0% | -1.3% | -3.7% | -4.6% |
| 30D | -10.2% | -12.5% | +2.3% | -6.1% |
| 3M | -17.2% | -0.5% | -16.7% | -17.5% |
| 6M | -28.4% | -20.0% | -8.4% | -23.2% |
| YTD | -37.6% | +10.4% | -48.0% | -41.0% |
| 1Y | -24.4% | +17.7% | -42.2% | -30.5% |
| 3Y | +18.4% | +34.3% | -15.8% | 0.0% |
| 5Y | -1.0% | +71.8% | -72.8% | -28.9% |
| 10Y | +370.1% | +187.0% | +183.2% | +227.1% |
| All | +370.1% | +184.4% | +185.8% | +227.1% |
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