+43.1%
MCO vs LSCC
+24.3%
+18.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.2% |
| 30D | -0.5% | -10.0% | +9.5% | +0.1% |
| 3M | +5.7% | -16.1% | +21.8% | +6.4% |
| 6M | +3.0% | +27.4% | -24.4% | -1.3% |
| YTD | -6.5% | +56.9% | -63.4% | -13.3% |
| 1Y | -5.8% | +74.6% | -80.3% | -14.3% |
| All | +43.1% | +24.3% | +18.8% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling