+39.4%
MCO vs LII
+20.3%
+19.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -2.5% | -2.3% | -0.2% | -1.7% |
| 30D | +9.4% | -1.7% | +11.1% | +9.7% |
| 3M | +8.3% | -18.3% | +26.6% | +15.6% |
| 6M | +15.4% | -32.3% | +47.7% | +29.0% |
| YTD | +1.5% | -27.1% | +28.6% | +8.0% |
| 1Y | +5.4% | -27.2% | +32.5% | +12.0% |
| 3Y | +53.1% | -8.9% | +62.1% | +38.1% |
| 5Y | +39.4% | +19.7% | +19.7% | -0.2% |
| All | +39.4% | +20.3% | +19.1% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling