+31.5%
MCO vs LSCC
+85.6%
-54.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.7% |
| 7D | -2.7% | +5.2% | -7.9% | -3.5% |
| 30D | +0.9% | -9.6% | +10.6% | +2.3% |
| 3M | +8.7% | -17.8% | +26.5% | +10.7% |
| 6M | +2.4% | +37.4% | -35.0% | -6.3% |
| YTD | -5.2% | +59.7% | -64.8% | -16.8% |
| 1Y | -4.4% | +76.2% | -80.6% | -18.6% |
| 3Y | +45.1% | +28.2% | +16.9% | +26.5% |
| 5Y | +31.5% | +87.2% | -55.7% | -9.8% |
| All | +31.5% | +85.6% | -54.1% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling