+129.4%
LITE vs MRK
+76.6%
+52.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.4% | +9.3% | +10.7% |
| 7D | -12.9% | +0.3% | -13.2% | -12.7% |
| 30D | -46.0% | +2.2% | -48.1% | -45.7% |
| 3M | -33.0% | +16.4% | -49.4% | -33.1% |
| 6M | -34.0% | +35.3% | -69.4% | -38.6% |
| YTD | +61.7% | +44.2% | +17.5% | +52.9% |
| All | +129.4% | +76.6% | +52.8% | +122.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling