+356.0%
ISRG vs LPLA
+1,194.2%
-838.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -3.7% |
| 7D | -5.2% | -2.1% | -3.1% | -4.5% |
| 30D | -7.6% | -3.3% | -4.2% | -6.6% |
| 3M | -16.4% | +23.5% | -39.9% | -21.8% |
| 6M | -28.6% | +12.0% | -40.6% | -31.4% |
| YTD | -38.2% | -1.7% | -36.5% | -38.6% |
| 1Y | -25.5% | +3.2% | -28.7% | -27.5% |
| 3Y | +17.4% | +46.2% | -28.8% | -0.2% |
| 5Y | -3.0% | +144.9% | -147.9% | -34.4% |
| 10Y | +356.0% | +1,195.1% | -839.1% | +113.8% |
| All | +356.0% | +1,194.2% | -838.2% | +113.8% |
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