+26.5%
ISRG vs LVS
+3.8%
+22.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.1% |
| 7D | +5.4% | +5.2% | +0.2% | +4.1% |
| 30D | +8.6% | +12.0% | -3.4% | +5.3% |
| 3M | +21.6% | -11.5% | +33.1% | +25.5% |
| 6M | +2.3% | -23.2% | +25.6% | +9.5% |
| YTD | -18.7% | -36.7% | +18.0% | -9.0% |
| 1Y | -17.8% | -36.8% | +19.0% | -7.9% |
| 3Y | +69.1% | -10.5% | +79.6% | +64.8% |
| 5Y | +26.5% | +5.1% | +21.4% | +10.4% |
| All | +26.5% | +3.8% | +22.7% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling