+490.8%
LITE vs MRK
+112.6%
+378.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | -35.9% | -1.9% | -34.1% | -35.8% |
| 30D | -51.5% | +2.8% | -54.3% | -51.6% |
| 3M | -35.7% | +15.0% | -50.7% | -36.5% |
| 6M | -43.0% | +30.9% | -73.9% | -44.9% |
| YTD | +46.1% | +42.3% | +3.8% | +40.5% |
| 1Y | +124.7% | +76.1% | +48.6% | +112.5% |
| 3Y | +1,172.1% | +54.1% | +1,118.0% | +1,094.3% |
| All | +490.8% | +112.6% | +378.2% | +391.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling