+370.1%
ISRG vs LOW
+225.8%
+144.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | -5.0% | -0.6% | -4.4% | -4.7% |
| 30D | -10.2% | -9.3% | -0.9% | -6.2% |
| 3M | -17.2% | -8.1% | -9.1% | -14.0% |
| 6M | -28.4% | -19.8% | -8.7% | -21.3% |
| YTD | -37.6% | -16.4% | -21.3% | -33.1% |
| 1Y | -24.4% | -24.7% | +0.2% | -15.2% |
| 3Y | +18.4% | -8.8% | +27.3% | +19.6% |
| 5Y | -1.0% | +7.8% | -8.7% | -8.4% |
| 10Y | +370.1% | +233.8% | +136.3% | +203.6% |
| All | +370.1% | +225.8% | +144.3% | +203.6% |
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