-2.6%
MRSH vs LDOS
+39.7%
-42.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.3% |
| 7D | -3.8% | -7.1% | +3.4% | -2.6% |
| 30D | -5.8% | -6.1% | +0.2% | -4.9% |
| 3M | +11.7% | +5.6% | +6.1% | +10.1% |
| 6M | -0.3% | -26.9% | +26.6% | +4.2% |
| YTD | -1.1% | -27.9% | +26.8% | +3.2% |
| 1Y | -9.5% | -26.8% | +17.3% | -5.9% |
| 3Y | -2.6% | +39.6% | -42.2% | -10.4% |
| All | -2.6% | +39.7% | -42.3% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling