+555.0%
LITE vs MRK
+82.3%
+472.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.3% | +11.1% |
| 7D | +12.6% | -0.9% | +13.5% | +12.6% |
| 30D | +9.9% | +15.5% | -5.5% | +8.4% |
| 3M | +9.3% | +25.1% | -15.8% | +4.7% |
| 6M | +75.2% | +30.1% | +45.1% | +65.4% |
| YTD | +165.5% | +43.1% | +122.4% | +145.9% |
| 1Y | +555.0% | +82.5% | +472.5% | +480.0% |
| All | +555.0% | +82.3% | +472.7% | +480.0% |
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