+370.1%
ISRG vs LNT
+140.9%
+229.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | -10.2% | -0.5% | -9.7% | -10.1% |
| 3M | -17.2% | -5.5% | -11.7% | -15.1% |
| 6M | -28.4% | -3.8% | -24.6% | -27.4% |
| YTD | -37.6% | +6.8% | -44.5% | -39.9% |
| 1Y | -24.4% | +9.3% | -33.8% | -28.1% |
| 3Y | +18.4% | +47.9% | -29.5% | -4.2% |
| 5Y | -1.0% | +31.6% | -32.6% | -16.0% |
| 10Y | +370.1% | +150.1% | +220.0% | +203.5% |
| All | +370.1% | +140.9% | +229.2% | +203.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling