+45.4%
MRK vs LNG
+74.6%
-29.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.3% | -4.7% | +0.4% | -4.2% |
| 30D | +8.3% | +3.8% | +4.5% | +8.2% |
| 3M | +20.0% | +16.2% | +3.9% | +19.8% |
| 6M | +25.7% | +11.7% | +14.0% | +25.0% |
| YTD | +38.7% | +44.2% | -5.5% | +37.0% |
| 1Y | +74.7% | +18.6% | +56.1% | +73.6% |
| 3Y | +45.4% | +77.4% | -32.0% | +42.3% |
| All | +45.4% | +74.6% | -29.2% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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