+537.3%
ISRG vs LOW
+309.5%
+227.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +2.1% | +8.7% | -6.6% | -1.5% |
| 30D | +6.2% | +25.5% | -19.3% | -4.2% |
| 3M | +14.4% | +6.6% | +7.8% | +10.9% |
| 6M | 0.0% | +2.4% | -2.4% | -1.3% |
| YTD | -20.5% | -1.7% | -18.8% | -20.9% |
| 1Y | -21.9% | +1.7% | -23.6% | -23.6% |
| 3Y | +62.2% | +26.6% | +35.6% | +40.6% |
| 5Y | +25.2% | +10.1% | +15.0% | +14.1% |
| 10Y | +537.3% | +303.3% | +234.0% | +280.2% |
| All | +537.3% | +309.5% | +227.8% | +280.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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