+1,009.8%
LITE vs MRSH
+23.5%
+986.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.8% | +13.8% | +10.7% |
| 7D | +12.6% | -3.8% | +16.4% | +12.2% |
| 30D | +9.9% | -5.8% | +15.7% | +9.4% |
| 3M | +9.3% | +11.7% | -2.4% | +8.6% |
| 6M | +75.2% | -0.3% | +75.6% | +76.3% |
| YTD | +165.5% | -1.1% | +166.6% | +166.5% |
| 1Y | +555.0% | -9.5% | +564.4% | +573.6% |
| 3Y | +1,870.5% | -2.6% | +1,873.0% | +1,783.4% |
| 5Y | +1,009.8% | +22.7% | +987.1% | +745.8% |
| All | +1,009.8% | +23.5% | +986.3% | +745.8% |
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