+1,533.3%
LITE vs ISRG
+524.5%
+1,008.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +9.0% | +9.8% |
| 7D | -12.9% | +5.4% | -18.3% | -15.6% |
| 30D | -46.0% | +8.6% | -54.6% | -48.8% |
| 3M | -33.0% | +21.6% | -54.6% | -41.1% |
| 6M | -34.0% | +2.3% | -36.4% | -39.2% |
| YTD | +61.7% | -18.7% | +80.4% | +71.5% |
| 1Y | +148.3% | -17.8% | +166.0% | +163.0% |
| 3Y | +1,408.5% | +69.1% | +1,339.4% | +935.6% |
| 5Y | +546.2% | +26.5% | +519.7% | +405.0% |
| 10Y | +1,533.3% | +536.3% | +997.0% | +415.7% |
| All | +1,533.3% | +524.5% | +1,008.8% | +415.7% |
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