+23.9%
ISRG vs LTH
+120.9%
-96.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.0% | -1.1% |
| 7D | -6.1% | -4.6% | -1.5% | -4.9% |
| 30D | +4.2% | +14.8% | -10.6% | +0.6% |
| 3M | +9.6% | +3.9% | +5.7% | +8.3% |
| 6M | +1.9% | +35.5% | -33.6% | -6.4% |
| YTD | -22.3% | +71.3% | -93.7% | -33.7% |
| 1Y | -23.2% | +75.7% | -98.9% | -34.9% |
| 3Y | +58.5% | +231.9% | -173.4% | +12.2% |
| 5Y | +23.9% | +130.5% | -106.5% | -15.7% |
| All | +23.9% | +120.9% | -96.9% | -15.7% |
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