+5,083.9%
LITE vs MRK
+278.5%
+4,805.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +116.4% |
| 1Y | +521.0% | +84.8% | +436.2% | +428.7% |
| 3Y | +1,535.3% | +50.1% | +1,485.2% | +1,337.7% |
| 5Y | +889.8% | +127.4% | +762.4% | +633.8% |
| 10Y | +2,400.7% | +240.0% | +2,160.8% | +1,657.8% |
| All | +5,083.9% | +278.5% | +4,805.4% | +3,511.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling