+75.7%
MRK vs LII
-28.7%
+104.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +2.3% | +0.4% | +1.9% | +2.3% |
| 30D | +1.7% | -2.4% | +4.1% | +1.9% |
| 3M | +13.8% | -17.5% | +31.2% | +16.5% |
| 6M | +34.7% | -32.8% | +67.5% | +40.9% |
| YTD | +43.6% | -27.7% | +71.2% | +45.7% |
| 1Y | +75.7% | -28.1% | +103.7% | +78.0% |
| All | +75.7% | -28.7% | +104.3% | +78.0% |
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