+34.9%
MRSH vs LSCC
+47.5%
-12.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.1% | 0.0% |
| 7D | -1.4% | +14.5% | -15.8% | -1.8% |
| 30D | +17.5% | -0.1% | +17.6% | +17.5% |
| 3M | +9.1% | -2.7% | +11.8% | +9.1% |
| 6M | +29.9% | -4.8% | +34.7% | +29.0% |
| YTD | +14.3% | +66.9% | -52.5% | +7.5% |
| 1Y | +16.6% | +85.8% | -69.3% | +8.4% |
| 3Y | +9.1% | +115.6% | -106.5% | -4.7% |
| All | +34.9% | +47.5% | -12.6% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling