-3.8%
LVS vs MUB
+16.7%
-20.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.9% |
| 7D | -4.3% | -1.2% | -3.1% | -3.0% |
| 30D | -6.8% | -2.8% | -4.1% | -4.0% |
| 3M | -15.6% | -3.1% | -12.6% | -12.8% |
| 6M | -20.6% | -2.9% | -17.7% | -18.1% |
| YTD | -33.4% | -2.0% | -31.4% | -31.9% |
| 1Y | -20.1% | 0.0% | -20.1% | -20.1% |
| 3Y | -7.4% | +7.4% | -14.8% | -14.2% |
| 5Y | +8.5% | +0.8% | +7.7% | +7.5% |
| All | -3.8% | +16.7% | -20.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MUB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling