+552.8%
LITE vs MRSH
+34.5%
+518.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.6% |
| 7D | -12.9% | -0.5% | -12.4% | -12.9% |
| 30D | -46.0% | +16.3% | -62.2% | -44.3% |
| 3M | -33.0% | +7.3% | -40.3% | -31.5% |
| 6M | -34.0% | +26.6% | -60.7% | -32.5% |
| YTD | +61.7% | +12.6% | +49.2% | +67.1% |
| 1Y | +148.3% | +16.0% | +132.3% | +153.4% |
| 3Y | +1,408.5% | +8.8% | +1,399.7% | +1,402.1% |
| All | +552.8% | +34.5% | +518.2% | +417.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling