-10.5%
ISRG vs LNT
+13.9%
-24.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +9.2% |
| 7D | +8.5% | +7.2% | +1.4% | +8.3% |
| 30D | +18.6% | +15.6% | +3.0% | +18.2% |
| 3M | +30.9% | +5.2% | +25.7% | +31.2% |
| 6M | +6.6% | +1.7% | +4.9% | +7.4% |
| YTD | -14.9% | +17.0% | -31.9% | -11.1% |
| 1Y | -10.5% | +14.2% | -24.8% | -6.5% |
| All | -10.5% | +13.9% | -24.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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