+457.8%
MCO vs LII
+169.1%
+288.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +0.5% | +2.9% | -2.4% | -0.7% |
| 30D | +9.8% | +0.9% | +8.9% | +8.9% |
| 3M | +4.3% | -15.5% | +19.8% | +11.1% |
| 6M | +16.5% | -30.2% | +46.7% | +31.0% |
| YTD | +0.1% | -26.8% | +27.0% | +8.0% |
| 1Y | +4.4% | -25.3% | +29.7% | +11.3% |
| 3Y | +51.6% | -7.8% | +59.3% | +39.0% |
| 5Y | +36.7% | +17.0% | +19.7% | +6.9% |
| All | +457.8% | +169.1% | +288.7% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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