+550.7%
ISRG vs LNG
+767.2%
-216.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -1.1% |
| 7D | -6.8% | +4.5% | -11.3% | -7.8% |
| 30D | +5.1% | +8.0% | -2.9% | +2.5% |
| 3M | +12.0% | +15.0% | -2.9% | +7.4% |
| 6M | +7.0% | +27.1% | -20.1% | -0.8% |
| YTD | -20.6% | +58.1% | -78.8% | -31.8% |
| 1Y | -21.4% | +45.0% | -66.4% | -30.8% |
| 3Y | +62.0% | +82.6% | -20.6% | +32.3% |
| 5Y | +28.1% | +206.8% | -178.7% | -13.3% |
| 10Y | +550.7% | +796.3% | -245.6% | +212.9% |
| All | +550.7% | +767.2% | -216.5% | +212.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling