+446.1%
LITE vs ISRG
+28.9%
+417.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.8% | -15.9% | -17.6% |
| 7D | -44.6% | +4.4% | -49.0% | -45.6% |
| 30D | -55.0% | +15.8% | -70.8% | -57.8% |
| 3M | -38.3% | +24.9% | -63.2% | -44.6% |
| 6M | -48.8% | +3.8% | -52.5% | -51.7% |
| YTD | +38.3% | -17.3% | +55.6% | +48.9% |
| 1Y | +119.0% | -14.6% | +133.6% | +132.7% |
| 3Y | +1,092.0% | +68.2% | +1,023.8% | +818.4% |
| 5Y | +446.1% | +28.4% | +417.7% | +325.8% |
| All | +446.1% | +28.9% | +417.1% | +325.8% |
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