+38.4%
MCO vs LTH
+156.3%
-118.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | -2.7% | +1.5% | -4.3% | -3.1% |
| 30D | +0.9% | -3.1% | +4.0% | +1.6% |
| 3M | +8.7% | +28.1% | -19.4% | +2.3% |
| 6M | +2.4% | +67.4% | -65.0% | -10.5% |
| YTD | -5.2% | +59.8% | -64.9% | -16.3% |
| 1Y | -4.4% | +45.6% | -50.0% | -13.8% |
| 3Y | +45.1% | +162.0% | -116.9% | +10.4% |
| All | +38.4% | +156.3% | -118.0% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling