+224.4%
MRK vs LVS
0.0%
+224.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -4.3% | -3.5% | -0.8% | -3.9% |
| 30D | +8.3% | -6.2% | +14.5% | +9.0% |
| 3M | +20.0% | -14.8% | +34.9% | +21.9% |
| 6M | +25.7% | -20.9% | +46.5% | +28.3% |
| YTD | +38.7% | -33.0% | +71.8% | +43.7% |
| 1Y | +74.7% | -20.0% | +94.7% | +77.4% |
| 3Y | +45.4% | -6.9% | +52.3% | +43.7% |
| 5Y | +129.0% | +9.1% | +119.9% | +117.2% |
| All | +224.4% | 0.0% | +224.4% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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