+211.7%
MRSH vs LUMN
-55.8%
+267.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -4.8% | +2.5% | -7.3% | -4.9% |
| 30D | -6.3% | +10.3% | -16.7% | -6.7% |
| 3M | +5.8% | -18.3% | +24.1% | +6.5% |
| 6M | +2.8% | +4.4% | -1.6% | +1.9% |
| YTD | -3.1% | -10.7% | +7.6% | -3.7% |
| 1Y | -11.3% | +14.0% | -25.2% | -13.7% |
| 3Y | -5.0% | +406.6% | -411.5% | -24.2% |
| 5Y | +19.2% | -36.8% | +56.0% | +23.2% |
| All | +211.7% | -55.8% | +267.5% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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