+7,581.3%
MCO vs LSCC
+2,607.2%
+4,974.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.5% |
| 7D | -4.2% | +1.3% | -5.5% | -4.4% |
| 30D | +2.2% | -9.7% | +11.9% | +3.7% |
| 3M | +10.1% | -23.7% | +33.8% | +13.4% |
| 6M | +5.3% | +26.5% | -21.2% | -1.3% |
| YTD | -2.7% | +57.5% | -60.3% | -12.8% |
| 1Y | -0.4% | +75.7% | -76.1% | -12.9% |
| 3Y | +49.0% | +19.5% | +29.6% | +32.6% |
| 5Y | +33.6% | +83.8% | -50.1% | +7.3% |
| 10Y | +395.3% | +1,772.4% | -1,377.1% | +162.0% |
| All | +7,581.3% | +2,607.2% | +4,974.2% | +3,149.7% |
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