+3,406.8%
LITE vs MRSH
+324.9%
+3,081.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.7% |
| 7D | -12.9% | -0.5% | -12.4% | -12.9% |
| 30D | -46.0% | +16.3% | -62.2% | -48.8% |
| 3M | -33.0% | +7.3% | -40.3% | -35.2% |
| 6M | -34.0% | +26.6% | -60.7% | -41.3% |
| YTD | +61.7% | +12.6% | +49.2% | +48.5% |
| 1Y | +148.3% | +16.0% | +132.3% | +123.0% |
| 3Y | +1,408.5% | +8.8% | +1,399.7% | +1,240.1% |
| 5Y | +546.2% | +34.3% | +511.9% | +390.1% |
| 10Y | +1,533.3% | +261.8% | +1,271.5% | +586.5% |
| All | +3,406.8% | +324.9% | +3,081.9% | +1,362.2% |
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