+7,173.7%
MCO vs LH
+967.0%
+6,206.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -0.5% |
| 7D | -7.3% | -7.4% | +0.1% | -5.7% |
| 30D | -1.7% | -4.6% | +2.9% | -0.7% |
| 3M | +3.9% | +14.5% | -10.6% | +0.7% |
| 6M | +3.8% | +14.8% | -11.0% | +0.6% |
| YTD | -7.9% | +23.3% | -31.2% | -12.3% |
| 1Y | -6.8% | +13.6% | -20.5% | -9.8% |
| 3Y | +40.9% | +56.3% | -15.4% | +26.7% |
| 5Y | +27.5% | +25.2% | +2.3% | +19.9% |
| 10Y | +381.4% | +179.1% | +202.3% | +283.9% |
| All | +7,173.7% | +967.0% | +6,206.7% | +4,549.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling