+3,656.1%
MRSH vs LH
+1,312.5%
+2,343.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -4.8% | -4.7% | -0.1% | -4.1% |
| 30D | -6.3% | -3.5% | -2.8% | -5.8% |
| 3M | +5.8% | +17.7% | -11.9% | +3.1% |
| 6M | +2.8% | +15.8% | -13.0% | +0.4% |
| YTD | -3.1% | +25.1% | -28.2% | -6.6% |
| 1Y | -11.3% | +12.5% | -23.8% | -13.1% |
| 3Y | -5.0% | +59.8% | -64.7% | -12.2% |
| 5Y | +19.2% | +27.1% | -7.9% | +13.5% |
| 10Y | +217.4% | +183.2% | +34.1% | +166.2% |
| All | +3,656.1% | +1,312.5% | +2,343.6% | +2,230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 all: compounded portfolio wealth divided by compounded LH 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…
all analysis · Full analysis span regression · 6 months rolling