+17,983.8%
ISRG vs LNT
+1,299.0%
+16,684.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | -2.3% | -3.2% | +0.9% | -0.7% |
| 3M | -12.4% | -4.1% | -8.4% | -10.7% |
| 6M | -26.8% | -4.6% | -22.3% | -25.4% |
| YTD | -35.3% | +7.0% | -42.3% | -37.9% |
| 1Y | -19.3% | +8.3% | -27.6% | -23.2% |
| 3Y | +18.1% | +51.0% | -32.9% | -7.4% |
| 5Y | +2.6% | +30.2% | -27.5% | -14.2% |
| 10Y | +379.4% | +143.6% | +235.8% | +177.5% |
| All | +17,983.8% | +1,299.0% | +16,684.8% | +4,526.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling