+20.4%
MUB vs LSCC
+1,244.7%
-1,224.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | 0.0% |
| 7D | +0.7% | +13.0% | -12.3% | +0.6% |
| 30D | +4.4% | -19.8% | +24.2% | +4.6% |
| 3M | -0.4% | -18.4% | +18.0% | -0.3% |
| 6M | -0.9% | -16.1% | +15.2% | -0.8% |
| YTD | +0.1% | +42.7% | -42.7% | -0.5% |
| 1Y | +0.5% | +68.0% | -67.5% | -0.3% |
| 3Y | +11.7% | +85.8% | -74.1% | +10.3% |
| 5Y | +3.2% | +28.0% | -24.9% | +1.9% |
| All | +20.4% | +1,244.7% | -1,224.3% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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