+2,614.7%
LITE vs MRSH
+210.0%
+2,404.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.7% |
| 7D | +13.6% | -5.9% | +19.5% | +15.7% |
| 30D | +21.6% | -7.3% | +28.9% | +24.2% |
| 3M | +20.3% | +7.4% | +12.9% | +14.2% |
| 6M | +54.4% | -0.7% | +55.0% | +49.9% |
| YTD | +168.3% | -3.2% | +171.5% | +160.1% |
| 1Y | +551.8% | -10.6% | +562.4% | +550.2% |
| 3Y | +1,891.5% | -4.6% | +1,896.1% | +1,736.9% |
| 5Y | +1,014.7% | +19.3% | +995.4% | +757.6% |
| 10Y | +2,614.7% | +217.3% | +2,397.5% | +937.7% |
| All | +2,614.7% | +210.0% | +2,404.7% | +937.7% |
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