+112.5%
MRK vs LTH
+160.9%
-48.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +1.3% | -0.6% | +2.0% | +1.4% |
| 30D | +17.1% | -4.6% | +21.7% | +17.3% |
| 3M | +25.9% | +32.8% | -6.9% | +24.3% |
| 6M | +26.8% | +64.6% | -37.8% | +24.1% |
| YTD | +44.9% | +62.6% | -17.7% | +41.8% |
| 1Y | +84.8% | +49.9% | +34.9% | +81.2% |
| 3Y | +50.1% | +151.3% | -101.2% | +45.4% |
| All | +112.5% | +160.9% | -48.4% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling