+600.2%
MRK vs LDOS
+495.0%
+105.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.5% |
| 7D | -1.9% | -7.2% | +5.3% | +0.1% |
| 30D | +2.8% | +16.8% | -14.1% | -1.6% |
| 3M | +15.0% | -1.6% | +16.6% | +15.0% |
| 6M | +30.9% | -1.0% | +31.9% | +30.1% |
| YTD | +42.3% | -25.8% | +68.0% | +51.6% |
| 1Y | +76.1% | -31.1% | +107.2% | +91.6% |
| 3Y | +54.1% | +32.8% | +21.3% | +35.8% |
| 5Y | +109.5% | +49.4% | +60.1% | +74.7% |
| 10Y | +254.8% | +253.9% | +0.9% | +119.0% |
| All | +600.2% | +495.0% | +105.2% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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