+1,670.7%
LITE vs MRK
+226.7%
+1,444.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.6% | +11.3% | +10.8% |
| 7D | +3.4% | -2.1% | +5.5% | +4.0% |
| 30D | -34.9% | +1.2% | -36.1% | -35.1% |
| 3M | -21.0% | +13.5% | -34.5% | -23.6% |
| 6M | -38.5% | +34.0% | -72.5% | -43.4% |
| YTD | +75.8% | +42.7% | +33.1% | +59.6% |
| 1Y | +156.7% | +66.6% | +90.1% | +124.4% |
| 3Y | +1,498.6% | +59.1% | +1,439.5% | +1,278.2% |
| 5Y | +610.9% | +104.1% | +506.8% | +448.5% |
| 10Y | +1,670.7% | +227.3% | +1,443.3% | +1,225.2% |
| All | +1,670.7% | +226.7% | +1,444.0% | +1,225.2% |
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