+539.2%
ISRG vs LVS
-10.5%
+549.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | 0.0% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | +5.6% | +10.0% | -4.4% | +2.6% |
| 3M | +10.5% | -11.0% | +21.6% | +14.3% |
| 6M | +2.6% | -20.1% | +22.8% | +9.3% |
| YTD | -21.7% | -36.3% | +14.7% | -11.4% |
| 1Y | -21.6% | -36.8% | +15.3% | -11.1% |
| 3Y | +57.0% | -9.5% | +66.6% | +53.5% |
| 5Y | +25.0% | +9.3% | +15.7% | +9.3% |
| All | +539.2% | -10.5% | +549.7% | +476.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling