+23.0%
ISRG vs LNG
+86.6%
-63.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.6% | +3.4% | -5.0% | -2.1% |
| 30D | -2.3% | +14.9% | -17.1% | -4.4% |
| 3M | -12.4% | +21.4% | -33.8% | -15.7% |
| 6M | -26.8% | +17.8% | -44.6% | -30.0% |
| YTD | -35.3% | +51.3% | -86.5% | -42.8% |
| 1Y | -19.3% | +24.4% | -43.8% | -23.9% |
| All | +23.0% | +86.6% | -63.7% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling