+109.6%
MRK vs LSCC
+36.6%
+73.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.4% | -7.1% | +1.1% |
| 7D | +0.3% | +19.3% | -19.1% | -0.4% |
| 30D | +2.2% | -9.6% | +11.8% | +2.5% |
| 3M | +16.4% | -12.4% | +28.8% | +16.7% |
| 6M | +35.3% | -10.5% | +45.8% | +35.0% |
| YTD | +44.2% | +54.8% | -10.5% | +39.5% |
| 1Y | +77.5% | +79.4% | -1.9% | +70.4% |
| 3Y | +59.2% | +109.6% | -50.4% | +49.8% |
| 5Y | +109.6% | +40.4% | +69.2% | +87.3% |
| All | +109.6% | +36.6% | +73.0% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling