+65.1%
MRSH vs LCID
-95.9%
+161.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -4.8% | -9.8% | +5.1% | -4.5% |
| 30D | -6.3% | -35.5% | +29.1% | -5.3% |
| 3M | +5.8% | -18.4% | +24.2% | +6.0% |
| 6M | +2.8% | -60.5% | +63.3% | +4.7% |
| YTD | -3.1% | -60.1% | +57.0% | -1.4% |
| 1Y | -11.3% | -78.8% | +67.5% | -8.4% |
| 3Y | -5.0% | -92.8% | +87.8% | -0.3% |
| 5Y | +19.2% | -97.9% | +117.1% | +29.4% |
| All | +65.1% | -95.9% | +161.0% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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