-3.0%
ISRG vs LMT
+74.9%
-77.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.7% |
| 7D | -5.2% | -1.5% | -3.6% | -5.0% |
| 30D | -7.6% | -8.2% | +0.7% | -6.7% |
| 3M | -16.4% | +3.7% | -20.1% | -16.7% |
| 6M | -28.6% | -19.2% | -9.4% | -27.0% |
| YTD | -38.2% | +12.9% | -51.0% | -39.5% |
| 1Y | -25.5% | +19.8% | -45.3% | -27.8% |
| 3Y | +17.4% | +37.3% | -19.9% | +10.2% |
| 5Y | -3.0% | +74.4% | -77.3% | -15.3% |
| All | -3.0% | +74.9% | -77.9% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling