+80.2%
MRK vs LII
-33.3%
+113.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | +12.7% | -11.2% | +23.9% | +14.7% |
| 3M | +24.2% | -28.8% | +53.0% | +29.9% |
| 6M | +27.8% | -26.9% | +54.7% | +32.5% |
| YTD | +42.2% | -22.2% | +64.4% | +44.2% |
| 1Y | +80.2% | -32.0% | +112.2% | +89.7% |
| All | +80.2% | -33.3% | +113.5% | +89.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling