+230.8%
MRK vs LII
+169.1%
+61.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.4% |
| 7D | +0.7% | +2.9% | -2.2% | +0.2% |
| 30D | +0.3% | +0.9% | -0.6% | 0.0% |
| 3M | +9.7% | -15.5% | +25.2% | +12.6% |
| 6M | +32.0% | -30.2% | +62.2% | +38.7% |
| YTD | +43.3% | -26.8% | +70.1% | +48.8% |
| 1Y | +63.7% | -25.3% | +88.9% | +69.3% |
| 3Y | +58.0% | -7.8% | +65.8% | +54.2% |
| 5Y | +105.0% | +17.0% | +88.0% | +88.4% |
| All | +230.8% | +169.1% | +61.7% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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