+17,983.8%
ISRG vs LNG
+20,361.2%
-2,377.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.6% | +3.4% | -5.0% | -2.0% |
| 30D | -2.3% | +14.9% | -17.1% | -3.8% |
| 3M | -12.4% | +21.4% | -33.8% | -14.6% |
| 6M | -26.8% | +17.8% | -44.6% | -28.6% |
| YTD | -35.3% | +51.3% | -86.5% | -38.7% |
| 1Y | -19.3% | +24.4% | -43.8% | -21.8% |
| 3Y | +18.1% | +79.7% | -61.5% | +9.4% |
| 5Y | +2.6% | +241.3% | -238.7% | -12.4% |
| 10Y | +379.4% | +603.1% | -223.7% | +272.5% |
| All | +17,983.8% | +20,361.2% | -2,377.4% | +7,722.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling