-10.5%
ISRG vs LNG
+42.0%
-52.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.2% | +15.5% | +8.0% |
| 7D | +8.5% | -1.9% | +10.5% | +8.0% |
| 30D | +18.6% | +6.2% | +12.4% | +19.7% |
| 3M | +30.9% | +13.7% | +17.2% | +34.8% |
| 6M | +6.6% | +7.5% | -0.9% | +7.9% |
| YTD | -14.9% | +51.3% | -66.2% | -7.2% |
| 1Y | -10.5% | +42.6% | -53.2% | -2.6% |
| All | -10.5% | +42.0% | -52.5% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling