-24.4%
ISRG vs LVS
-17.6%
-6.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -5.0% | -2.7% | -2.3% | -4.5% |
| 30D | -10.2% | -4.7% | -5.5% | -9.4% |
| 3M | -17.2% | -15.6% | -1.6% | -14.9% |
| 6M | -28.4% | -18.6% | -9.8% | -26.1% |
| YTD | -37.6% | -32.3% | -5.4% | -33.5% |
| 1Y | -24.4% | -18.0% | -6.4% | -23.1% |
| All | -24.4% | -17.6% | -6.9% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling