+525.5%
ISRG vs LPLA
+860.0%
-334.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.8% |
| 7D | +4.8% | +4.1% | +0.7% | +3.5% |
| 30D | +9.2% | -9.0% | +18.3% | +12.0% |
| 3M | +21.2% | -17.6% | +38.8% | +28.0% |
| 6M | +0.2% | -8.8% | +9.1% | +2.2% |
| YTD | -20.1% | -17.0% | -3.0% | -16.8% |
| 1Y | -17.3% | -20.4% | +3.1% | -12.9% |
| 3Y | +63.3% | +35.4% | +27.9% | +40.0% |
| 5Y | +24.1% | +79.7% | -55.7% | -8.7% |
| All | +525.5% | +860.0% | -334.5% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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