+3.1%
MUB vs LSCC
+40.9%
-37.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.4% |
| 7D | +0.6% | +5.0% | -4.4% | +0.6% |
| 30D | +3.4% | -11.7% | +15.2% | +3.5% |
| 3M | -0.7% | -13.3% | +12.6% | -0.6% |
| 6M | -1.0% | -12.5% | +11.6% | -1.0% |
| YTD | 0.0% | +51.2% | -51.2% | -0.5% |
| 1Y | +0.4% | +65.9% | -65.5% | -0.2% |
| 3Y | +10.5% | +95.3% | -84.9% | +9.1% |
| 5Y | +3.1% | +38.6% | -35.5% | +1.1% |
| All | +3.1% | +40.9% | -37.8% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling