+260.4%
MRSH vs LDOS
+228.4%
+32.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.2% |
| 7D | -1.8% | -3.5% | +1.7% | -0.7% |
| 30D | +16.2% | +9.5% | +6.7% | +12.8% |
| 3M | +9.5% | -6.3% | +15.8% | +11.5% |
| 6M | +27.3% | +2.8% | +24.5% | +25.0% |
| YTD | +13.3% | -26.6% | +39.9% | +22.9% |
| 1Y | +15.0% | -31.3% | +46.3% | +27.5% |
| 3Y | +8.1% | +30.9% | -22.8% | -7.8% |
| 5Y | +33.7% | +49.4% | -15.7% | +6.8% |
| All | +260.4% | +228.4% | +32.0% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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