+5,083.9%
LITE vs ISRG
+500.1%
+4,583.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.4% |
| 7D | -1.5% | -1.6% | 0.0% | -0.7% |
| 30D | +6.7% | -2.3% | +8.9% | +7.1% |
| 3M | -6.8% | -12.4% | +5.7% | -3.9% |
| 6M | +29.4% | -26.8% | +56.3% | +45.5% |
| YTD | +139.1% | -35.3% | +174.3% | +188.9% |
| 1Y | +521.0% | -19.3% | +540.3% | +551.6% |
| 3Y | +1,535.3% | +18.1% | +1,517.2% | +1,299.6% |
| 5Y | +889.8% | +2.6% | +887.2% | +779.6% |
| 10Y | +2,400.7% | +379.4% | +2,021.3% | +952.0% |
| All | +5,083.9% | +500.1% | +4,583.8% | +2,047.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling