+234.3%
MRK vs LSCC
+1,791.9%
-1,557.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -0.9% | +5.2% | -6.1% | -1.3% |
| 30D | +15.5% | -9.6% | +25.1% | +16.2% |
| 3M | +25.1% | -17.8% | +42.9% | +26.2% |
| 6M | +30.1% | +37.4% | -7.3% | +25.6% |
| YTD | +43.1% | +59.7% | -16.6% | +36.3% |
| 1Y | +82.5% | +76.2% | +6.2% | +72.0% |
| 3Y | +49.3% | +28.2% | +21.1% | +40.7% |
| 5Y | +130.3% | +87.2% | +43.0% | +104.3% |
| 10Y | +234.3% | +1,795.0% | -1,560.7% | +132.2% |
| All | +234.3% | +1,791.9% | -1,557.6% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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