+34.4%
MCO vs LTH
+150.3%
-116.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -7.3% | -3.7% | -3.6% | -6.5% |
| 30D | -1.7% | -5.3% | +3.6% | -0.5% |
| 3M | +3.9% | +24.2% | -20.3% | -1.5% |
| 6M | +3.8% | +54.8% | -51.0% | -7.5% |
| YTD | -7.9% | +56.1% | -64.0% | -18.3% |
| 1Y | -6.8% | +45.5% | -52.4% | -16.1% |
| 3Y | +40.9% | +155.9% | -115.0% | +7.8% |
| All | +34.4% | +150.3% | -116.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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