-3.0%
ISRG vs LNT
+35.5%
-38.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.5% | -4.8% |
| 7D | -5.2% | +1.0% | -6.2% | -5.5% |
| 30D | -7.6% | -1.1% | -6.5% | -7.3% |
| 3M | -16.4% | -3.6% | -12.8% | -15.3% |
| 6M | -28.6% | -2.7% | -25.9% | -28.0% |
| YTD | -38.2% | +8.0% | -46.2% | -40.1% |
| 1Y | -25.5% | +10.5% | -35.9% | -28.5% |
| 3Y | +17.4% | +49.6% | -32.2% | -1.1% |
| 5Y | -3.0% | +32.2% | -35.2% | -14.0% |
| All | -3.0% | +35.5% | -38.4% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling