+4,150.6%
MRK vs LH
+1,372.9%
+2,777.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +15.5% | +2.0% | +13.5% | +15.2% |
| 3M | +25.1% | +24.3% | +0.9% | +21.6% |
| 6M | +30.1% | +21.1% | +9.0% | +26.8% |
| YTD | +43.1% | +30.4% | +12.7% | +38.1% |
| 1Y | +82.5% | +18.4% | +64.1% | +78.1% |
| 3Y | +49.3% | +65.5% | -16.1% | +39.2% |
| 5Y | +130.3% | +29.9% | +100.4% | +120.0% |
| 10Y | +234.3% | +186.6% | +47.7% | +185.9% |
| All | +4,150.6% | +1,372.9% | +2,777.7% | +2,862.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling