-3.0%
ISRG vs LNG
+218.5%
-221.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.5% | +1.0% | -3.5% |
| 7D | -5.2% | -6.2% | +1.0% | -4.0% |
| 30D | -7.6% | +8.0% | -15.6% | -8.9% |
| 3M | -16.4% | +16.9% | -33.3% | -19.2% |
| 6M | -28.6% | +8.7% | -37.2% | -30.5% |
| YTD | -38.2% | +43.0% | -81.2% | -43.9% |
| 1Y | -25.5% | +19.4% | -44.9% | -29.2% |
| 3Y | +17.4% | +74.7% | -57.3% | +2.2% |
| 5Y | -3.0% | +222.4% | -225.4% | -23.0% |
| All | -3.0% | +218.5% | -221.4% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling