+517.9%
MRK vs LII
+3,124.4%
-2,606.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | +1.3% | -0.7% | +2.1% | +1.4% |
| 30D | +17.1% | -12.6% | +29.8% | +19.6% |
| 3M | +25.9% | -24.4% | +50.3% | +30.8% |
| 6M | +26.8% | -28.7% | +55.5% | +32.5% |
| YTD | +44.9% | -19.1% | +64.1% | +48.3% |
| 1Y | +84.8% | -29.7% | +114.5% | +93.1% |
| 3Y | +50.1% | +4.8% | +45.3% | +44.8% |
| 5Y | +127.4% | +24.6% | +102.9% | +109.7% |
| 10Y | +240.0% | +169.2% | +70.8% | +170.4% |
| All | +517.9% | +3,124.4% | -2,606.5% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling