-35.8%
LVS vs MUB
+78.6%
-114.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | +12.2% | +3.9% | +8.3% | +10.0% |
| 3M | -11.3% | -0.2% | -11.1% | -11.2% |
| 6M | -21.6% | -0.4% | -21.2% | -21.5% |
| YTD | -36.6% | +0.5% | -37.1% | -36.8% |
| 1Y | -38.4% | +0.7% | -39.1% | -38.6% |
| 3Y | -10.2% | +11.1% | -21.2% | -14.6% |
| 5Y | +9.4% | +3.7% | +5.7% | +7.0% |
| 10Y | -11.3% | +22.9% | -34.2% | -16.1% |
| All | -35.8% | +78.6% | -114.4% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling