+62.2%
ISRG vs LTH
+253.6%
-191.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | +2.1% | +6.4% | -4.3% | +0.5% |
| 30D | +6.2% | +16.7% | -10.6% | +2.0% |
| 3M | +14.4% | +11.7% | +2.7% | +10.9% |
| 6M | 0.0% | +48.5% | -48.5% | -10.4% |
| YTD | -20.5% | +78.4% | -98.9% | -33.1% |
| 1Y | -21.9% | +89.7% | -111.6% | -35.5% |
| 3Y | +62.2% | +245.6% | -183.4% | +21.0% |
| All | +62.2% | +253.6% | -191.4% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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