+7,914.1%
MCO vs LSCC
+2,767.6%
+5,146.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.4% | -9.5% | -0.8% |
| 7D | -2.5% | +14.5% | -17.0% | -4.9% |
| 30D | +9.4% | -0.1% | +9.5% | +8.6% |
| 3M | +8.3% | -2.7% | +11.0% | +7.4% |
| 6M | +15.4% | -4.8% | +20.2% | +13.1% |
| YTD | +1.5% | +66.9% | -65.4% | -10.9% |
| 1Y | +5.4% | +85.8% | -80.5% | -9.3% |
| 3Y | +53.1% | +115.6% | -62.5% | +22.4% |
| 5Y | +39.4% | +48.8% | -9.4% | +14.9% |
| 10Y | +463.0% | +1,490.3% | -1,027.3% | +202.7% |
| All | +7,914.1% | +2,767.6% | +5,146.5% | +3,222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling