+11,104.0%
ISRG vs LVS
+54.7%
+11,049.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -6.8% | -1.3% | -5.5% | -6.6% |
| 30D | +5.1% | +12.2% | -7.1% | +2.9% |
| 3M | +12.0% | -11.3% | +23.3% | +14.5% |
| 6M | +7.0% | -21.6% | +28.6% | +11.8% |
| YTD | -20.6% | -36.6% | +16.0% | -14.1% |
| 1Y | -21.4% | -38.4% | +17.0% | -14.6% |
| 3Y | +62.0% | -10.2% | +72.2% | +61.2% |
| 5Y | +28.1% | +9.4% | +18.7% | +20.2% |
| 10Y | +550.7% | -11.3% | +562.0% | +514.7% |
| All | +11,104.0% | +54.7% | +11,049.3% | +7,819.2% |
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