+2,243.8%
LITE vs MRK
+242.8%
+2,000.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.3% |
| 7D | -1.5% | +1.3% | -2.9% | -1.9% |
| 30D | +6.7% | +17.1% | -10.5% | +2.4% |
| 3M | -6.8% | +25.9% | -32.7% | -12.6% |
| 6M | +29.4% | +26.8% | +2.6% | +21.1% |
| YTD | +139.1% | +44.9% | +94.2% | +116.2% |
| 1Y | +521.0% | +84.8% | +436.2% | +427.8% |
| 3Y | +1,535.3% | +50.1% | +1,485.2% | +1,334.9% |
| 5Y | +889.8% | +127.4% | +762.4% | +621.9% |
| All | +2,243.8% | +242.8% | +2,000.9% | +1,646.4% |
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