+380.3%
MCO vs LNT
+148.3%
+231.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.8% | -1.0% | -2.7% | -3.3% |
| 30D | -0.4% | -4.2% | +3.8% | +1.8% |
| 3M | +7.7% | -6.7% | +14.4% | +11.4% |
| 6M | +7.0% | -3.6% | +10.6% | +8.3% |
| YTD | -6.4% | +5.9% | -12.3% | -10.2% |
| 1Y | -7.6% | +7.3% | -14.9% | -12.2% |
| 3Y | +43.2% | +46.5% | -3.2% | +13.9% |
| 5Y | +29.6% | +32.5% | -2.9% | +7.3% |
| All | +380.3% | +148.3% | +231.9% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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