+1,670.7%
LITE vs ISRG
+537.7%
+1,133.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.8% | +10.7% |
| 7D | +3.4% | -6.8% | +10.2% | +7.4% |
| 30D | -34.9% | +5.1% | -40.0% | -37.2% |
| 3M | -21.0% | +12.0% | -33.1% | -27.2% |
| 6M | -38.5% | +7.0% | -45.5% | -44.6% |
| YTD | +75.8% | -20.6% | +96.4% | +88.7% |
| 1Y | +156.7% | -21.4% | +178.1% | +178.7% |
| 3Y | +1,498.6% | +62.0% | +1,436.6% | +1,022.7% |
| 5Y | +610.9% | +28.1% | +582.8% | +448.6% |
| 10Y | +1,670.7% | +550.7% | +1,120.0% | +446.5% |
| All | +1,670.7% | +537.7% | +1,133.0% | +446.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 10y: compounded portfolio wealth divided by compounded ISRG 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…
10y analysis · Full analysis span regression · 6 months rolling