+21,593.2%
ISRG vs LMT
+4,608.1%
+16,985.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.8% |
| 7D | -6.1% | +4.8% | -11.0% | -7.7% |
| 30D | +4.2% | +19.9% | -15.6% | -2.8% |
| 3M | +9.6% | +0.2% | +9.4% | +8.8% |
| 6M | +1.9% | +17.4% | -15.6% | -4.9% |
| YTD | -22.3% | +27.2% | -49.5% | -30.4% |
| 1Y | -23.2% | +35.6% | -58.7% | -32.9% |
| 3Y | +58.5% | +47.1% | +11.4% | +31.1% |
| 5Y | +23.9% | +103.7% | -79.7% | -11.9% |
| 10Y | +536.7% | +203.5% | +333.3% | +283.9% |
| All | +21,593.2% | +4,608.1% | +16,985.1% | +9,835.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling