-9.5%
LVS vs MUB
+21.8%
-31.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | -0.8% | -1.3% | +0.4% | +0.5% |
| 30D | +10.0% | +2.2% | +7.8% | +7.5% |
| 3M | -11.0% | -1.6% | -9.4% | -9.4% |
| 6M | -20.1% | -1.3% | -18.9% | -19.0% |
| YTD | -36.3% | -0.7% | -35.7% | -35.9% |
| 1Y | -36.8% | -0.2% | -36.6% | -36.7% |
| 3Y | -9.5% | +9.6% | -19.2% | -18.0% |
| 5Y | +9.3% | +2.6% | +6.8% | +6.3% |
| All | -9.5% | +21.8% | -31.3% | -11.2% |
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 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