+75.2%
MUB vs LDOS
+493.0%
-417.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.9% | -3.7% | +4.6% | +1.0% |
| 30D | +3.8% | +16.4% | -12.6% | +3.4% |
| 3M | -0.7% | +7.4% | -8.1% | -0.8% |
| 6M | -0.8% | -0.3% | -0.4% | -0.8% |
| YTD | 0.0% | -24.0% | +24.0% | +0.4% |
| 1Y | +0.6% | -29.6% | +30.2% | +1.2% |
| 3Y | +11.4% | +35.1% | -23.8% | +10.3% |
| 5Y | +3.1% | +52.9% | -49.8% | +1.7% |
| 10Y | +20.2% | +262.2% | -242.0% | +17.6% |
| All | +75.2% | +493.0% | -417.8% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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