+73.9%
MUB vs LDOS
+479.0%
-405.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.9% | -5.4% | +4.6% | -0.8% |
| 30D | -1.4% | +4.9% | -6.3% | -1.5% |
| 3M | -2.2% | +7.2% | -9.3% | -2.3% |
| 6M | -1.9% | -24.2% | +22.4% | -1.4% |
| YTD | -0.8% | -25.8% | +25.0% | -0.3% |
| 1Y | +2.7% | -24.7% | +27.5% | +3.2% |
| 3Y | +8.6% | +39.3% | -30.7% | +7.5% |
| 5Y | +2.0% | +43.3% | -41.3% | +0.8% |
| 10Y | +17.9% | +278.6% | -260.6% | +15.4% |
| All | +73.9% | +479.0% | -405.1% | +69.7% |
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