+490.8%
LITE vs ISRG
+23.7%
+467.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.0% | +7.0% |
| 7D | -35.9% | +4.8% | -40.7% | -37.4% |
| 30D | -51.5% | +9.2% | -60.8% | -53.5% |
| 3M | -35.7% | +21.2% | -56.9% | -41.7% |
| 6M | -43.0% | +0.2% | -43.2% | -45.6% |
| YTD | +46.1% | -20.1% | +66.2% | +59.2% |
| 1Y | +124.7% | -17.3% | +142.1% | +141.5% |
| 3Y | +1,172.1% | +63.3% | +1,108.7% | +889.8% |
| All | +490.8% | +23.7% | +467.1% | +379.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling