+110.1%
MRK vs LTH
+180.7%
-70.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.5% |
| 7D | +0.7% | -1.3% | +2.0% | +0.8% |
| 30D | +0.3% | +15.7% | -15.4% | -0.4% |
| 3M | +9.7% | +5.0% | +4.7% | +9.4% |
| 6M | +32.0% | +37.7% | -5.7% | +30.1% |
| YTD | +43.3% | +75.0% | -31.7% | +39.7% |
| 1Y | +63.7% | +82.6% | -19.0% | +59.3% |
| 3Y | +58.0% | +241.3% | -183.3% | +51.8% |
| 5Y | +105.0% | +135.4% | -30.5% | +97.4% |
| All | +110.1% | +180.7% | -70.6% | +105.9% |
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