+7,173.7%
MCO vs LNT
+1,911.1%
+5,262.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -7.3% | -1.1% | -6.2% | -6.8% |
| 30D | -1.7% | -1.9% | +0.2% | -0.8% |
| 3M | +3.9% | -7.2% | +11.1% | +7.6% |
| 6M | +3.8% | -3.9% | +7.7% | +5.3% |
| YTD | -7.9% | +5.9% | -13.8% | -11.3% |
| 1Y | -6.8% | +8.4% | -15.2% | -11.5% |
| 3Y | +40.9% | +46.6% | -5.7% | +14.4% |
| 5Y | +27.5% | +32.4% | -5.0% | +7.4% |
| 10Y | +381.4% | +147.9% | +233.5% | +194.4% |
| All | +7,173.7% | +1,911.1% | +5,262.6% | +2,048.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling