+224.4%
MRK vs LNT
+148.3%
+76.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -4.3% | -1.0% | -3.2% | -3.9% |
| 30D | +8.3% | -4.2% | +12.5% | +9.9% |
| 3M | +20.0% | -6.7% | +26.7% | +23.0% |
| 6M | +25.7% | -3.6% | +29.2% | +27.2% |
| YTD | +38.7% | +5.9% | +32.9% | +36.0% |
| 1Y | +74.7% | +7.3% | +67.4% | +70.5% |
| 3Y | +45.4% | +46.5% | -1.1% | +26.2% |
| 5Y | +129.0% | +32.5% | +96.6% | +103.3% |
| All | +224.4% | +148.3% | +76.1% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling