+9,039.6%
ISRG vs LVS
+69.2%
+8,970.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.6% | -1.5% | -0.1% | -1.3% |
| 30D | -2.3% | -3.2% | +1.0% | -1.7% |
| 3M | -12.4% | -12.0% | -0.5% | -10.4% |
| 6M | -26.8% | -19.9% | -6.9% | -24.0% |
| YTD | -35.3% | -30.6% | -4.6% | -31.1% |
| 1Y | -19.3% | -17.7% | -1.6% | -17.1% |
| 3Y | +18.1% | -14.2% | +32.4% | +18.5% |
| 5Y | +2.6% | +9.6% | -7.0% | -4.1% |
| 10Y | +379.4% | +5.7% | +373.8% | +339.5% |
| All | +9,039.6% | +69.2% | +8,970.4% | +6,256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling