+8.4%
ISRG vs LTH
+160.9%
-152.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -1.6% | -0.6% | -0.9% | -1.5% |
| 30D | -2.3% | -4.6% | +2.3% | -1.3% |
| 3M | -12.4% | +32.8% | -45.3% | -18.8% |
| 6M | -26.8% | +64.6% | -91.5% | -36.3% |
| YTD | -35.3% | +62.6% | -97.9% | -43.6% |
| 1Y | -19.3% | +49.9% | -69.3% | -28.4% |
| 3Y | +18.1% | +151.3% | -133.2% | -9.7% |
| All | +8.4% | +160.9% | -152.5% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling