+539.2%
ISRG vs LNG
+811.3%
-272.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -2.0% | +11.3% | -13.4% | -4.7% |
| 30D | +5.6% | +10.6% | -5.1% | +2.3% |
| 3M | +10.5% | +16.1% | -5.6% | +5.7% |
| 6M | +2.6% | +29.6% | -26.9% | -5.4% |
| YTD | -21.7% | +60.3% | -82.0% | -32.9% |
| 1Y | -21.6% | +46.1% | -67.7% | -31.0% |
| 3Y | +57.0% | +85.9% | -28.9% | +27.7% |
| 5Y | +25.0% | +210.8% | -185.9% | -15.7% |
| All | +539.2% | +811.3% | -272.2% | +206.8% |
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