+108.6%
MRK vs LTH
+152.0%
-43.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -2.7% | -4.0% | +1.3% | -2.5% |
| 30D | +12.7% | -1.7% | +14.4% | +12.7% |
| 3M | +24.2% | +28.0% | -3.7% | +22.9% |
| 6M | +27.8% | +54.1% | -26.2% | +25.4% |
| YTD | +42.2% | +57.1% | -14.9% | +39.3% |
| 1Y | +80.2% | +45.8% | +34.4% | +76.9% |
| 3Y | +48.4% | +157.6% | -109.2% | +43.8% |
| All | +108.6% | +152.0% | -43.4% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling