-24.4%
ISRG vs LOW
-25.6%
+1.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | -5.0% | -0.6% | -4.4% | -4.8% |
| 30D | -10.2% | -9.3% | -0.9% | -7.0% |
| 3M | -17.2% | -8.1% | -9.1% | -14.6% |
| 6M | -28.4% | -19.8% | -8.7% | -24.7% |
| YTD | -37.6% | -16.4% | -21.3% | -35.7% |
| 1Y | -24.4% | -24.7% | +0.2% | -19.7% |
| All | -24.4% | -25.6% | +1.1% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling