+25.2%
ISRG vs LNG
+188.0%
-162.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.8% |
| 7D | +2.1% | -5.5% | +7.6% | +3.0% |
| 30D | +6.2% | +5.7% | +0.4% | +4.5% |
| 3M | +14.4% | +10.7% | +3.7% | +11.6% |
| 6M | 0.0% | +23.1% | -23.1% | -5.1% |
| YTD | -20.5% | +52.4% | -72.9% | -29.5% |
| 1Y | -21.9% | +40.0% | -61.9% | -29.2% |
| 3Y | +62.2% | +76.0% | -13.8% | +39.0% |
| 5Y | +25.2% | +194.7% | -169.5% | -9.8% |
| All | +25.2% | +188.0% | -162.9% | -9.8% |
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 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