+211.7%
MRSH vs LNT
+148.3%
+63.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | -1.0% | -3.7% | -4.3% |
| 30D | -6.3% | -4.2% | -2.1% | -4.6% |
| 3M | +5.8% | -6.7% | +12.5% | +8.9% |
| 6M | +2.8% | -3.6% | +6.4% | +4.0% |
| YTD | -3.1% | +5.9% | -9.0% | -6.1% |
| 1Y | -11.3% | +7.3% | -18.5% | -14.5% |
| 3Y | -5.0% | +46.5% | -51.4% | -20.9% |
| 5Y | +19.2% | +32.5% | -13.3% | +2.7% |
| All | +211.7% | +148.3% | +63.3% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling