+562.5%
LITE vs MRK
+104.6%
+457.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.0% | -4.5% |
| 7D | +10.8% | +0.7% | +10.1% | +10.7% |
| 30D | -33.4% | +0.3% | -33.7% | -33.4% |
| 3M | -32.2% | +9.7% | -41.9% | -32.7% |
| 6M | -42.1% | +32.0% | -74.0% | -44.1% |
| YTD | +61.9% | +43.3% | +18.6% | +55.6% |
| 1Y | +163.0% | +63.7% | +99.3% | +150.0% |
| 3Y | +1,358.0% | +58.0% | +1,300.0% | +1,265.2% |
| All | +562.5% | +104.6% | +457.9% | +462.8% |
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