+1,168.7%
ISRG vs LPLA
+1,311.2%
-142.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.6% | -3.1% | +1.5% | -0.7% |
| 30D | -2.3% | -0.1% | -2.2% | -2.2% |
| 3M | -12.4% | +23.2% | -35.7% | -17.4% |
| 6M | -26.8% | +15.5% | -42.4% | -30.0% |
| YTD | -35.3% | +0.9% | -36.1% | -36.1% |
| 1Y | -19.3% | +0.2% | -19.5% | -20.6% |
| 3Y | +18.1% | +55.2% | -37.1% | +1.2% |
| 5Y | +2.6% | +145.4% | -142.8% | -25.4% |
| 10Y | +379.4% | +1,229.7% | -850.2% | +125.3% |
| All | +1,168.7% | +1,311.2% | -142.6% | +432.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling