+460.5%
LRCX vs ISRG
-2.2%
+462.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +9.5% | -5.0% | +14.6% | +12.4% |
| 30D | +3.1% | -10.2% | +13.3% | +8.7% |
| 3M | -3.4% | -17.2% | +13.8% | +3.9% |
| 6M | +49.7% | -28.4% | +78.1% | +75.2% |
| YTD | +84.9% | -37.6% | +122.5% | +136.4% |
| 1Y | +200.8% | -24.4% | +225.3% | +236.4% |
| 3Y | +385.1% | +18.4% | +366.6% | +305.4% |
| 5Y | +460.5% | -1.0% | +461.5% | +360.7% |
| All | +460.5% | -2.2% | +462.7% | +360.7% |
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