+2,561.1%
ISRG vs LYV
+1,445.4%
+1,115.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -5.0% | -5.3% | +0.3% | -3.5% |
| 30D | -10.2% | -7.9% | -2.3% | -8.1% |
| 3M | -17.2% | +4.5% | -21.7% | -18.3% |
| 6M | -28.4% | +2.5% | -31.0% | -29.3% |
| YTD | -37.6% | +19.3% | -56.9% | -41.2% |
| 1Y | -24.4% | -0.2% | -24.3% | -25.4% |
| 3Y | +18.4% | +110.0% | -91.6% | -6.3% |
| 5Y | -1.0% | +96.8% | -97.8% | -21.9% |
| 10Y | +370.1% | +559.9% | -189.8% | +149.7% |
| All | +2,561.1% | +1,445.4% | +1,115.7% | +977.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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