+261.6%
MRSH vs LDOS
+254.8%
+6.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +1.6% | +1.9% | -0.2% | +1.0% |
| 30D | +17.7% | +12.8% | +5.0% | +13.3% |
| 3M | +9.1% | -1.0% | +10.1% | +9.1% |
| 6M | +28.2% | +6.2% | +22.0% | +24.7% |
| YTD | +14.0% | -23.2% | +37.2% | +21.9% |
| 1Y | +18.7% | -29.5% | +48.2% | +30.6% |
| 3Y | +8.7% | +37.1% | -28.3% | -8.5% |
| 5Y | +35.8% | +55.6% | -19.8% | +7.1% |
| 10Y | +261.6% | +249.4% | +12.2% | +139.3% |
| All | +261.6% | +254.8% | +6.7% | +139.3% |
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