+17,168.2%
ISRG vs LUV
+254.3%
+16,913.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.8% |
| 7D | -5.2% | +3.1% | -8.3% | -6.0% |
| 30D | -7.6% | -17.4% | +9.9% | -2.2% |
| 3M | -16.4% | -4.9% | -11.5% | -15.3% |
| 6M | -28.6% | -5.7% | -22.9% | -27.9% |
| YTD | -38.2% | -5.2% | -33.0% | -38.5% |
| 1Y | -25.5% | +24.1% | -49.6% | -32.3% |
| 3Y | +17.4% | +39.6% | -22.2% | -1.2% |
| 5Y | -3.0% | -12.5% | +9.5% | -7.3% |
| 10Y | +356.0% | +12.9% | +343.0% | +272.7% |
| All | +17,168.2% | +254.3% | +16,913.9% | +6,981.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LUV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling