+35.0%
LMT vs MRSH
-4.9%
+39.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.2% | -4.8% | +4.5% | +1.2% |
| 30D | -13.1% | -6.3% | -6.7% | -11.5% |
| 3M | -3.9% | +5.8% | -9.7% | -6.0% |
| 6M | -18.3% | +2.8% | -21.1% | -19.5% |
| YTD | +10.3% | -3.1% | +13.5% | +10.3% |
| 1Y | +14.2% | -11.3% | +25.5% | +17.9% |
| 3Y | +35.0% | -5.0% | +40.0% | +38.8% |
| All | +35.0% | -4.9% | +39.9% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling