-2.6%
MRSH vs LSCC
+27.3%
-29.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -2.8% |
| 7D | -3.8% | +5.2% | -9.0% | -3.6% |
| 30D | -5.8% | -9.6% | +3.8% | -6.1% |
| 3M | +11.7% | -17.8% | +29.5% | +11.3% |
| 6M | -0.3% | +37.4% | -37.8% | -0.7% |
| YTD | -1.1% | +59.7% | -60.8% | -1.7% |
| 1Y | -9.5% | +76.2% | -85.7% | -10.2% |
| 3Y | -2.6% | +28.2% | -30.7% | -4.7% |
| All | -2.6% | +27.3% | -29.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling