+1,348.1%
MUU vs LSCC
+133.8%
+1,214.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | +1.2% |
| 7D | +43.7% | +21.2% | +22.4% | +11.3% |
| 30D | -37.2% | -1.9% | -35.3% | -33.1% |
| 3M | -36.1% | -8.1% | -28.0% | -25.7% |
| 6M | -35.7% | -5.2% | -30.5% | -12.3% |
| YTD | +264.0% | +61.5% | +202.5% | +163.6% |
| 1Y | +359.1% | +81.3% | +277.8% | +189.2% |
| All | +1,348.1% | +133.8% | +1,214.3% | +621.4% |
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