+1,000.7%
MUU vs LSCC
+106.6%
+894.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.1% | +2.1% | -0.8% |
| 7D | -42.8% | +13.0% | -55.7% | -50.6% |
| 30D | -63.6% | -19.8% | -43.8% | -49.0% |
| 3M | -48.5% | -18.4% | -30.1% | -30.2% |
| 6M | -36.9% | -16.1% | -20.8% | +2.3% |
| YTD | +176.7% | +42.7% | +133.9% | +134.8% |
| 1Y | +266.3% | +68.0% | +198.3% | +156.4% |
| All | +1,000.7% | +106.6% | +894.0% | +542.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling