-9.3%
LHX vs MRSH
+20.0%
-29.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.3% | -9.8% | -7.1% |
| 7D | -0.3% | +9.4% | -9.7% | -2.4% |
| 30D | +9.7% | +23.4% | -13.8% | +4.7% |
| 3M | -8.5% | +9.9% | -18.4% | -10.7% |
| 6M | -15.1% | +26.0% | -41.1% | -19.3% |
| YTD | -10.4% | +15.2% | -25.6% | -14.0% |
| 1Y | -9.3% | +18.4% | -27.7% | -13.3% |
| All | -9.3% | +20.0% | -29.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling