+550.7%
ISRG vs LSCC
+1,498.6%
-947.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.4% | -10.5% | -2.7% |
| 7D | -6.8% | +14.5% | -21.2% | -10.2% |
| 30D | +5.1% | -0.1% | +5.2% | +4.0% |
| 3M | +12.0% | -2.7% | +14.7% | +10.7% |
| 6M | +7.0% | -4.8% | +11.8% | +3.5% |
| YTD | -20.6% | +66.9% | -87.5% | -35.9% |
| 1Y | -21.4% | +85.8% | -107.3% | -38.7% |
| 3Y | +62.0% | +115.6% | -53.6% | +11.2% |
| 5Y | +28.1% | +48.8% | -20.7% | -8.3% |
| 10Y | +550.7% | +1,490.3% | -939.6% | +124.4% |
| All | +550.7% | +1,498.6% | -947.9% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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