+386.2%
ISRG vs LNG
+562.2%
-176.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +0.7% | -4.7% | +5.3% | +2.0% |
| 30D | -8.0% | +3.8% | -11.8% | -9.0% |
| 3M | -10.6% | +16.2% | -26.8% | -14.6% |
| 6M | -25.1% | +11.7% | -36.8% | -28.3% |
| YTD | -34.8% | +44.2% | -79.0% | -42.3% |
| 1Y | -19.0% | +18.6% | -37.6% | -24.1% |
| 3Y | +22.1% | +77.4% | -55.3% | +0.8% |
| 5Y | +8.2% | +232.3% | -224.1% | -28.9% |
| All | +386.2% | +562.2% | -176.0% | +143.6% |
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 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