+224.4%
MRK vs LHX
+227.8%
-3.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -4.3% | -4.3% | 0.0% | -3.2% |
| 30D | +8.3% | -15.1% | +23.4% | +12.7% |
| 3M | +20.0% | -21.0% | +41.0% | +26.8% |
| 6M | +25.7% | -32.0% | +57.7% | +37.7% |
| YTD | +38.7% | -15.3% | +54.1% | +43.4% |
| 1Y | +74.7% | -11.1% | +85.7% | +77.9% |
| 3Y | +45.4% | +54.0% | -8.7% | +26.5% |
| 5Y | +129.0% | +17.1% | +111.9% | +111.3% |
| All | +224.4% | +227.8% | -3.4% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling