+3,812.0%
MRK vs LSCC
+10,808.2%
-6,996.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.5% |
| 7D | +1.3% | +1.3% | 0.0% | +1.2% |
| 30D | +17.1% | -9.7% | +26.8% | +17.9% |
| 3M | +25.9% | -23.7% | +49.6% | +27.7% |
| 6M | +26.8% | +26.5% | +0.3% | +23.3% |
| YTD | +44.9% | +57.5% | -12.6% | +38.2% |
| 1Y | +84.8% | +75.7% | +9.2% | +74.3% |
| 3Y | +50.1% | +19.5% | +30.6% | +42.5% |
| 5Y | +127.4% | +83.8% | +43.7% | +104.0% |
| 10Y | +240.0% | +1,772.4% | -1,532.4% | +144.7% |
| All | +3,812.0% | +10,808.2% | -6,996.2% | +1,731.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling