+642.4%
MRK vs LPLA
+1,275.5%
-633.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.9% |
| 7D | -0.9% | -2.1% | +1.1% | -0.7% |
| 30D | +15.5% | -3.3% | +18.8% | +15.9% |
| 3M | +25.1% | +23.5% | +1.6% | +21.3% |
| 6M | +30.1% | +12.0% | +18.1% | +27.5% |
| YTD | +43.1% | -1.7% | +44.8% | +42.4% |
| 1Y | +82.5% | +3.2% | +79.2% | +79.7% |
| 3Y | +49.3% | +46.2% | +3.1% | +36.7% |
| 5Y | +130.3% | +144.9% | -14.6% | +88.1% |
| 10Y | +234.3% | +1,195.1% | -960.7% | +92.6% |
| All | +642.4% | +1,275.5% | -633.1% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LPLA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling