+3,409.5%
LITE vs MRSH
+332.0%
+3,077.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.8% |
| 7D | +10.8% | +1.4% | +9.3% | +10.3% |
| 30D | -33.4% | +16.5% | -49.9% | -36.9% |
| 3M | -32.2% | +10.8% | -43.0% | -35.0% |
| 6M | -42.1% | +32.1% | -74.2% | -49.2% |
| YTD | +61.9% | +14.5% | +47.4% | +47.9% |
| 1Y | +163.0% | +15.5% | +147.5% | +138.2% |
| 3Y | +1,358.0% | +9.3% | +1,348.7% | +1,199.4% |
| 5Y | +549.9% | +35.1% | +514.8% | +394.3% |
| 10Y | +1,530.1% | +263.2% | +1,266.9% | +585.2% |
| All | +3,409.5% | +332.0% | +3,077.5% | +1,356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling