+14.2%
LMT vs MRSH
-9.2%
+23.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.2% | -4.8% | +4.5% | +0.6% |
| 30D | -13.1% | -6.3% | -6.7% | -12.1% |
| 3M | -3.9% | +5.8% | -9.7% | -5.4% |
| 6M | -18.3% | +2.8% | -21.1% | -19.1% |
| YTD | +10.3% | -3.1% | +13.5% | +9.5% |
| 1Y | +14.2% | -11.3% | +25.5% | +15.6% |
| All | +14.2% | -9.2% | +23.5% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling