+63.3%
ISRG vs LPLA
+36.1%
+27.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.9% |
| 7D | +4.8% | +4.1% | +0.7% | +3.9% |
| 30D | +9.2% | -9.0% | +18.3% | +11.4% |
| 3M | +21.2% | -17.6% | +38.8% | +26.4% |
| 6M | +0.2% | -8.8% | +9.1% | +2.0% |
| YTD | -20.1% | -17.0% | -3.0% | -17.5% |
| 1Y | -17.3% | -20.4% | +3.1% | -13.9% |
| 3Y | +63.3% | +35.4% | +27.9% | +64.3% |
| All | +63.3% | +36.1% | +27.2% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling