+1,499.9%
LITE vs MRK
+228.6%
+1,271.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -13.9% | +2.3% | -16.2% | -14.3% |
| 30D | -46.9% | +1.7% | -48.6% | -47.1% |
| 3M | -28.0% | +13.8% | -41.8% | -30.4% |
| 6M | -35.2% | +34.7% | -69.9% | -40.5% |
| YTD | +58.9% | +43.6% | +15.3% | +44.1% |
| 1Y | +125.3% | +75.7% | +49.6% | +94.4% |
| 3Y | +1,344.4% | +60.0% | +1,284.4% | +1,144.0% |
| 5Y | +541.2% | +105.4% | +435.8% | +394.1% |
| All | +1,499.9% | +228.6% | +1,271.3% | +1,096.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 10y: compounded portfolio wealth divided by compounded MRK 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…
10y analysis · Full analysis span regression · 6 months rolling