+109.0%
MRK vs LTH
+174.8%
-65.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | 0.0% |
| 7D | 0.0% | -4.6% | +4.6% | +0.2% |
| 30D | +3.5% | +14.8% | -11.3% | +2.9% |
| 3M | +11.2% | +3.9% | +7.3% | +11.0% |
| 6M | +32.5% | +35.5% | -3.0% | +30.7% |
| YTD | +42.5% | +71.3% | -28.8% | +39.0% |
| 1Y | +65.4% | +75.7% | -10.3% | +61.3% |
| 3Y | +58.8% | +231.9% | -173.1% | +52.8% |
| 5Y | +103.9% | +130.5% | -26.6% | +96.5% |
| All | +109.0% | +174.8% | -65.9% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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