+1,402.3%
LITE vs ISRG
+501.0%
+901.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.0% | +7.4% |
| 7D | -35.9% | +4.8% | -40.7% | -37.9% |
| 30D | -51.5% | +9.2% | -60.8% | -54.2% |
| 3M | -35.7% | +21.2% | -56.9% | -43.4% |
| 6M | -43.0% | +0.2% | -43.2% | -46.9% |
| YTD | +46.1% | -20.1% | +66.2% | +56.1% |
| 1Y | +124.7% | -17.3% | +142.1% | +136.6% |
| 3Y | +1,172.1% | +63.3% | +1,108.7% | +791.2% |
| 5Y | +477.0% | +24.1% | +452.9% | +355.5% |
| All | +1,402.3% | +501.0% | +901.3% | +394.9% |
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