+75.2%
MUB vs LSCC
+1,725.5%
-1,650.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.6% | +9.0% | +0.5% |
| 7D | +0.9% | -4.8% | +5.7% | +0.9% |
| 30D | +3.8% | -27.1% | +30.9% | +3.9% |
| 3M | -0.7% | -23.6% | +22.9% | -0.6% |
| 6M | -0.8% | -19.8% | +19.1% | -0.7% |
| YTD | 0.0% | +33.2% | -33.3% | -0.3% |
| 1Y | +0.6% | +55.2% | -54.6% | +0.3% |
| 3Y | +11.4% | +70.1% | -58.7% | +10.7% |
| 5Y | +3.1% | +19.5% | -16.5% | +2.4% |
| 10Y | +20.2% | +1,164.9% | -1,144.7% | +18.4% |
| All | +75.2% | +1,725.5% | -1,650.3% | +68.6% |
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