+3,263.4%
MRSH vs LUMN
+156.1%
+3,107.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -4.8% | +2.5% | -7.3% | -5.0% |
| 30D | -6.3% | +10.3% | -16.7% | -7.5% |
| 3M | +5.8% | -18.3% | +24.1% | +7.6% |
| 6M | +2.8% | +4.4% | -1.6% | +0.5% |
| YTD | -3.1% | -10.7% | +7.6% | -4.8% |
| 1Y | -11.3% | +14.0% | -25.2% | -16.9% |
| 3Y | -5.0% | +406.6% | -411.5% | -41.9% |
| 5Y | +19.2% | -36.8% | +56.0% | +7.0% |
| 10Y | +217.4% | -56.2% | +273.6% | +179.0% |
| All | +3,263.4% | +156.1% | +3,107.3% | +1,802.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling