+22.7%
MRSH vs LDOS
+41.1%
-18.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.1% |
| 7D | -3.8% | -7.1% | +3.4% | -2.1% |
| 30D | -5.8% | -6.1% | +0.2% | -4.5% |
| 3M | +11.7% | +5.6% | +6.1% | +9.7% |
| 6M | -0.3% | -26.9% | +26.6% | +6.7% |
| YTD | -1.1% | -27.9% | +26.8% | +5.5% |
| 1Y | -9.5% | -26.8% | +17.3% | -3.9% |
| 3Y | -2.6% | +39.6% | -42.2% | -17.6% |
| 5Y | +22.7% | +39.4% | -16.6% | +4.1% |
| All | +22.7% | +41.1% | -18.3% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling