+2,898.2%
LITE vs ISRG
+666.7%
+2,231.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.8% | -15.9% | -17.3% |
| 7D | -44.6% | +4.4% | -49.0% | -46.0% |
| 30D | -55.0% | +15.8% | -70.8% | -58.6% |
| 3M | -38.3% | +24.9% | -63.2% | -46.2% |
| 6M | -48.8% | +3.8% | -52.5% | -53.0% |
| YTD | +38.3% | -17.3% | +55.6% | +45.1% |
| 1Y | +119.0% | -14.6% | +133.6% | +126.7% |
| 3Y | +1,092.0% | +68.2% | +1,023.8% | +736.7% |
| 5Y | +446.1% | +28.4% | +417.7% | +327.9% |
| 10Y | +1,381.7% | +528.0% | +853.7% | +437.3% |
| All | +2,898.2% | +666.7% | +2,231.6% | +978.8% |
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 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