+22.8%
MUB vs LSCC
+1,351.6%
-1,328.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.3% |
| 7D | -1.3% | +7.0% | -8.2% | -1.3% |
| 30D | +2.2% | -2.3% | +4.5% | +2.2% |
| 3M | -1.6% | -12.5% | +10.9% | -1.5% |
| 6M | -1.3% | -10.6% | +9.3% | -1.3% |
| YTD | -0.7% | +52.7% | -53.3% | -1.3% |
| 1Y | -0.2% | +74.0% | -74.2% | -1.0% |
| 3Y | +9.6% | +104.8% | -95.2% | +8.1% |
| 5Y | +2.6% | +36.2% | -33.7% | +1.2% |
| All | +22.8% | +1,351.6% | -1,328.7% | +18.2% |
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