+73.9%
MUB vs LSCC
+2,058.3%
-1,984.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | -0.9% | +1.3% | -2.2% | -0.9% |
| 30D | -1.4% | -9.7% | +8.3% | -1.4% |
| 3M | -2.2% | -23.7% | +21.6% | -2.0% |
| 6M | -1.9% | +26.5% | -28.4% | -2.1% |
| YTD | -0.8% | +57.5% | -58.3% | -1.1% |
| 1Y | +2.7% | +75.7% | -72.9% | +2.3% |
| 3Y | +8.6% | +19.5% | -10.9% | +8.2% |
| 5Y | +2.0% | +83.8% | -81.7% | +1.2% |
| 10Y | +17.9% | +1,772.4% | -1,754.5% | +16.0% |
| All | +73.9% | +2,058.3% | -1,984.4% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling