+1,674.6%
LITE vs MRSH
-0.3%
+1,674.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +3.0% |
| 7D | -1.5% | -3.6% | +2.0% | -3.9% |
| 30D | +6.7% | -3.0% | +9.6% | +5.0% |
| 3M | -6.8% | +15.8% | -22.6% | +3.1% |
| 6M | +29.4% | +1.6% | +27.9% | +36.8% |
| YTD | +139.1% | +1.7% | +137.4% | +155.1% |
| 1Y | +521.0% | -8.0% | +529.0% | +567.4% |
| All | +1,674.6% | -0.3% | +1,674.8% | +1,680.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling