+19.4%
MRSH vs LII
+21.0%
-1.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -5.9% | -3.5% | -2.4% | -5.3% |
| 30D | -7.3% | -13.5% | +6.2% | -4.8% |
| 3M | +6.7% | -26.0% | +32.7% | +11.4% |
| 6M | +3.0% | -26.8% | +29.8% | +7.0% |
| YTD | -2.9% | -22.9% | +19.9% | -0.7% |
| 1Y | -9.0% | -32.6% | +23.6% | -4.0% |
| 3Y | -4.3% | -1.3% | -3.0% | -14.4% |
| 5Y | +19.4% | +23.1% | -3.6% | -4.3% |
| All | +19.4% | +21.0% | -1.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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