+901.5%
LITE vs ISRG
+2.5%
+899.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.4% |
| 7D | -1.5% | -1.6% | 0.0% | -0.8% |
| 30D | +6.7% | -2.3% | +8.9% | +7.0% |
| 3M | -6.8% | -12.4% | +5.7% | -4.2% |
| 6M | +29.4% | -26.8% | +56.3% | +44.8% |
| YTD | +139.1% | -35.3% | +174.3% | +187.4% |
| 1Y | +521.0% | -19.3% | +540.3% | +551.8% |
| 3Y | +1,535.3% | +18.1% | +1,517.2% | +1,374.7% |
| All | +901.5% | +2.5% | +899.0% | +802.3% |
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