+63.3%
ISRG vs LSCC
+81.4%
-18.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.1% | -10.5% | -4.3% |
| 7D | +4.8% | +13.0% | -8.1% | +2.9% |
| 30D | +9.2% | -19.8% | +29.1% | +12.2% |
| 3M | +21.2% | -18.4% | +39.6% | +23.6% |
| 6M | +0.2% | -16.1% | +16.3% | -0.2% |
| YTD | -20.1% | +42.7% | -62.8% | -29.7% |
| 1Y | -17.3% | +68.0% | -85.3% | -30.0% |
| 3Y | +63.3% | +85.8% | -22.5% | +28.1% |
| All | +63.3% | +81.4% | -18.1% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling