+185.8%
LMT vs MRSH
+218.8%
-33.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.2% | -4.8% | +4.5% | +1.7% |
| 30D | -13.1% | -6.3% | -6.7% | -10.8% |
| 3M | -3.9% | +5.8% | -9.7% | -6.5% |
| 6M | -18.3% | +2.8% | -21.1% | -19.8% |
| YTD | +10.3% | -3.1% | +13.5% | +10.4% |
| 1Y | +14.2% | -11.3% | +25.5% | +18.5% |
| 3Y | +35.0% | -5.0% | +40.0% | +34.9% |
| 5Y | +73.2% | +19.2% | +54.1% | +52.7% |
| All | +185.8% | +218.8% | -33.0% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling