+11,380.6%
LMT vs MRSH
+3,270.6%
+8,110.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.5% | -5.9% | +5.4% | +1.2% |
| 30D | -10.8% | -7.3% | -3.5% | -8.9% |
| 3M | +1.6% | +6.7% | -5.1% | -0.5% |
| 6M | -17.6% | +3.0% | -20.6% | -18.6% |
| YTD | +11.6% | -2.9% | +14.5% | +11.7% |
| 1Y | +17.2% | -9.0% | +26.2% | +19.3% |
| 3Y | +35.7% | -4.3% | +40.0% | +35.8% |
| 5Y | +75.2% | +19.4% | +55.8% | +62.9% |
| 10Y | +190.1% | +218.1% | -28.0% | +105.2% |
| All | +11,380.6% | +3,270.6% | +8,110.0% | +3,954.7% |
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