+5,083.9%
LITE vs MRSH
+284.0%
+4,799.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.5% |
| 7D | -1.5% | -3.6% | +2.0% | -0.4% |
| 30D | +6.7% | -3.0% | +9.6% | +7.4% |
| 3M | -6.8% | +15.8% | -22.6% | -13.9% |
| 6M | +29.4% | +1.6% | +27.9% | +25.5% |
| YTD | +139.1% | +1.7% | +137.4% | +128.5% |
| 1Y | +521.0% | -8.0% | +529.0% | +517.5% |
| 3Y | +1,535.3% | -0.3% | +1,535.6% | +1,397.8% |
| 5Y | +889.8% | +25.9% | +863.9% | +660.7% |
| 10Y | +2,400.7% | +222.0% | +2,178.8% | +1,000.1% |
| All | +5,083.9% | +284.0% | +4,799.9% | +2,150.5% |
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