-3.0%
ISRG vs LVS
+4.5%
-7.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -5.2% | +0.3% | -5.5% | -5.2% |
| 30D | -7.6% | -3.9% | -3.7% | -6.6% |
| 3M | -16.4% | -12.9% | -3.5% | -13.4% |
| 6M | -28.6% | -16.9% | -11.6% | -25.4% |
| YTD | -38.2% | -31.2% | -6.9% | -32.5% |
| 1Y | -25.5% | -16.4% | -9.1% | -23.1% |
| 3Y | +17.4% | -4.4% | +21.8% | +12.8% |
| 5Y | -3.0% | +6.7% | -9.6% | -15.3% |
| All | -3.0% | +4.5% | -7.5% | -15.3% |
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 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