+1,568.0%
LITE vs ISRG
+537.5%
+1,030.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.5% |
| 7D | +22.6% | -6.1% | +28.7% | +26.5% |
| 30D | -36.8% | +4.2% | -41.0% | -38.7% |
| 3M | -33.0% | +9.6% | -42.6% | -37.6% |
| 6M | -37.1% | +1.9% | -38.9% | -41.6% |
| YTD | +69.5% | -22.3% | +91.8% | +84.0% |
| 1Y | +146.1% | -23.2% | +169.3% | +170.4% |
| 3Y | +1,440.8% | +58.5% | +1,382.3% | +994.5% |
| 5Y | +580.4% | +23.9% | +556.5% | +435.3% |
| All | +1,568.0% | +537.5% | +1,030.4% | +422.7% |
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