+380.3%
MCO vs LH
+183.3%
+197.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.8% |
| 7D | -3.8% | -4.7% | +0.9% | -1.3% |
| 30D | -0.4% | -3.5% | +3.1% | +1.4% |
| 3M | +7.7% | +17.7% | -10.0% | -1.5% |
| 6M | +7.0% | +15.8% | -8.8% | -1.4% |
| YTD | -6.4% | +25.1% | -31.5% | -17.8% |
| 1Y | -7.6% | +12.5% | -20.1% | -14.5% |
| 3Y | +43.2% | +59.8% | -16.5% | +7.4% |
| 5Y | +29.6% | +27.1% | +2.5% | +8.5% |
| All | +380.3% | +183.3% | +197.0% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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