+45.4%
MRK vs LH
+58.7%
-13.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | -4.3% | -4.7% | +0.4% | -2.7% |
| 30D | +8.3% | -3.5% | +11.8% | +9.6% |
| 3M | +20.0% | +17.7% | +2.3% | +13.9% |
| 6M | +25.7% | +15.8% | +9.9% | +19.7% |
| YTD | +38.7% | +25.1% | +13.6% | +28.9% |
| 1Y | +74.7% | +12.5% | +62.2% | +67.2% |
| 3Y | +45.4% | +59.8% | -14.4% | +26.1% |
| All | +45.4% | +58.7% | -13.3% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 3y: compounded portfolio wealth divided by compounded LH 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…
3y analysis · Full analysis span regression · 6 months rolling