+1,138.0%
MUU vs LSCC
+124.1%
+1,014.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +8.4% | +4.0% | +0.6% |
| 7D | -27.2% | +19.3% | -46.5% | -41.3% |
| 30D | -54.0% | -9.6% | -44.4% | -45.5% |
| 3M | -41.4% | -12.4% | -29.0% | -27.9% |
| 6M | -42.5% | -10.5% | -32.0% | -16.0% |
| YTD | +211.2% | +54.8% | +156.4% | +136.2% |
| 1Y | +313.4% | +79.4% | +234.0% | +163.9% |
| All | +1,138.0% | +124.1% | +1,014.0% | +546.5% |
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