+906.5%
MRSH vs LII
+2,817.4%
-1,910.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +1.4% | +2.9% | -1.5% | +0.7% |
| 30D | +16.5% | +0.9% | +15.6% | +16.0% |
| 3M | +10.8% | -15.5% | +26.3% | +15.0% |
| 6M | +32.1% | -30.2% | +62.3% | +41.5% |
| YTD | +14.5% | -26.8% | +41.3% | +20.2% |
| 1Y | +15.5% | -25.3% | +40.8% | +20.5% |
| 3Y | +9.3% | -7.8% | +17.1% | +5.1% |
| 5Y | +35.1% | +17.0% | +18.1% | +20.0% |
| 10Y | +263.2% | +169.9% | +93.3% | +156.3% |
| All | +906.5% | +2,817.4% | -1,910.9% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling