-19.9%
ISRG vs LNG
+19.6%
-39.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +2.2% |
| 7D | -2.5% | -4.5% | +1.9% | -3.2% |
| 30D | -10.2% | +4.7% | -14.8% | -9.1% |
| 3M | -12.5% | +15.1% | -27.7% | -10.5% |
| 6M | -25.8% | +13.6% | -39.4% | -25.0% |
| YTD | -36.4% | +44.0% | -80.3% | -36.5% |
| 1Y | -19.9% | +18.4% | -38.3% | -9.0% |
| All | -19.9% | +19.6% | -39.5% | -9.0% |
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