+15.5%
MRSH vs LDOS
-31.9%
+47.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | +1.4% | -1.6% | +3.1% | +1.7% |
| 30D | +16.5% | +8.2% | +8.2% | +14.9% |
| 3M | +10.8% | -8.2% | +18.9% | +11.9% |
| 6M | +32.1% | +5.8% | +26.2% | +29.2% |
| YTD | +14.5% | -27.0% | +41.4% | +15.1% |
| 1Y | +15.5% | -31.0% | +46.5% | +17.1% |
| All | +15.5% | -31.9% | +47.4% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling