+23.9%
ISRG vs LTH
+142.9%
-119.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -3.0% |
| 7D | +4.8% | +4.5% | +0.3% | +3.7% |
| 30D | +9.2% | +16.3% | -7.1% | +5.1% |
| 3M | +21.2% | +8.4% | +12.8% | +18.4% |
| 6M | +0.2% | +40.3% | -40.0% | -8.7% |
| YTD | -20.1% | +77.3% | -97.3% | -32.2% |
| 1Y | -17.3% | +88.0% | -105.3% | -31.0% |
| 3Y | +63.3% | +274.3% | -211.0% | +12.6% |
| All | +23.9% | +142.9% | -119.0% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling