-2.2%
LVS vs MUB
+17.6%
-19.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | -2.7% | -0.7% | -2.0% | -2.0% |
| 30D | -4.7% | -2.0% | -2.7% | -2.6% |
| 3M | -15.6% | -2.5% | -13.0% | -13.2% |
| 6M | -18.6% | -2.3% | -16.3% | -16.5% |
| YTD | -32.3% | -1.3% | -31.0% | -31.3% |
| 1Y | -18.0% | +1.1% | -19.1% | -19.0% |
| 3Y | -5.8% | +8.2% | -14.0% | -13.4% |
| 5Y | +5.7% | +1.5% | +4.3% | +4.0% |
| All | -2.2% | +17.6% | -19.7% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling