+222.0%
LHX vs MRSH
+218.8%
+3.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -4.3% | -4.8% | +0.5% | -2.2% |
| 30D | -15.1% | -6.3% | -8.8% | -12.7% |
| 3M | -21.0% | +5.8% | -26.8% | -23.3% |
| 6M | -32.0% | +2.8% | -34.8% | -33.4% |
| YTD | -15.3% | -3.1% | -12.2% | -15.2% |
| 1Y | -11.1% | -11.3% | +0.2% | -7.3% |
| 3Y | +54.0% | -5.0% | +59.0% | +53.3% |
| 5Y | +17.1% | +19.2% | -2.1% | +1.5% |
| All | +222.0% | +218.8% | +3.2% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling