-25.5%
ISRG vs LPLA
+4.5%
-30.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -3.9% |
| 7D | -5.2% | -2.1% | -3.1% | -4.7% |
| 30D | -7.6% | -3.3% | -4.2% | -6.8% |
| 3M | -16.4% | +23.5% | -39.9% | -19.3% |
| 6M | -28.6% | +12.0% | -40.6% | -30.0% |
| YTD | -38.2% | -1.7% | -36.5% | -38.8% |
| 1Y | -25.5% | +3.2% | -28.7% | -27.2% |
| All | -25.5% | +4.5% | -30.0% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling