+29.5%
MCO vs LII
+21.2%
+8.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -0.5% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | -0.5% | -11.2% | +10.7% | +3.6% |
| 3M | +5.7% | -28.8% | +34.5% | +16.9% |
| 6M | +3.0% | -26.9% | +30.0% | +11.7% |
| YTD | -6.5% | -22.2% | +15.7% | -2.3% |
| 1Y | -5.8% | -32.0% | +26.2% | +4.0% |
| 3Y | +43.1% | -0.4% | +43.6% | +25.1% |
| 5Y | +29.5% | +22.4% | +7.0% | -5.4% |
| All | +29.5% | +21.2% | +8.3% | -5.4% |
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 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