+18,104.7%
ISRG vs LUMN
-20.5%
+18,125.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.1% |
| 7D | +0.7% | +2.5% | -1.8% | +0.3% |
| 30D | -8.0% | +10.3% | -18.3% | -9.5% |
| 3M | -10.6% | -18.3% | +7.7% | -8.5% |
| 6M | -25.1% | +4.4% | -29.5% | -27.0% |
| YTD | -34.8% | -10.7% | -24.1% | -35.8% |
| 1Y | -19.0% | +14.0% | -33.0% | -24.6% |
| 3Y | +22.1% | +406.6% | -384.5% | -31.8% |
| 5Y | +8.2% | -36.8% | +45.0% | -0.5% |
| 10Y | +391.3% | -56.2% | +447.5% | +339.3% |
| All | +18,104.7% | -20.5% | +18,125.2% | +11,541.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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