+59.2%
MRK vs LII
-8.9%
+68.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.1% |
| 7D | +0.3% | -1.2% | +1.4% | +0.4% |
| 30D | +2.2% | -2.0% | +4.1% | +2.3% |
| 3M | +16.4% | -20.2% | +36.6% | +19.5% |
| 6M | +35.3% | -32.5% | +67.9% | +41.2% |
| YTD | +44.2% | -27.4% | +71.6% | +48.4% |
| 1Y | +77.5% | -28.2% | +105.6% | +82.7% |
| 3Y | +59.2% | -7.2% | +66.5% | +65.2% |
| All | +59.2% | -8.9% | +68.2% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling