+5,220.9%
MCO vs LII
+3,124.4%
+2,096.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.5% |
| 7D | -4.2% | -0.7% | -3.4% | -3.9% |
| 30D | +2.2% | -12.6% | +14.8% | +7.0% |
| 3M | +10.1% | -24.4% | +34.6% | +19.4% |
| 6M | +5.3% | -28.7% | +34.0% | +15.4% |
| YTD | -2.7% | -19.1% | +16.4% | +1.3% |
| 1Y | -0.4% | -29.7% | +29.3% | +8.6% |
| 3Y | +49.0% | +4.8% | +44.3% | +37.6% |
| 5Y | +33.6% | +24.6% | +9.1% | +14.3% |
| 10Y | +395.3% | +169.2% | +226.1% | +219.5% |
| All | +5,220.9% | +3,124.4% | +2,096.6% | +1,484.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling