+29.4%
LITE vs ISRG
-25.9%
+55.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +3.5% |
| 7D | -1.5% | -1.6% | 0.0% | -2.6% |
| 30D | +6.7% | -2.3% | +8.9% | +5.6% |
| 3M | -6.8% | -12.4% | +5.7% | -12.0% |
| 6M | +29.4% | -26.8% | +56.3% | +39.4% |
| All | +29.4% | -25.9% | +55.4% | +39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling