+34.3%
MRSH vs LDOS
+51.2%
-16.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.8% |
| 7D | -0.5% | -5.8% | +5.3% | +0.9% |
| 30D | +16.3% | +11.6% | +4.7% | +13.2% |
| 3M | +7.3% | -1.0% | +8.3% | +7.2% |
| 6M | +26.6% | +5.1% | +21.6% | +24.2% |
| YTD | +12.6% | -24.0% | +36.6% | +18.6% |
| 1Y | +16.0% | -30.3% | +46.3% | +24.9% |
| 3Y | +8.8% | +37.0% | -28.2% | -7.4% |
| 5Y | +34.3% | +53.4% | -19.1% | +14.0% |
| All | +34.3% | +51.2% | -16.9% | +14.0% |
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