+55.8%
LHX vs MUB
+7.4%
+48.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.3% |
| 7D | -4.8% | -1.2% | -3.6% | -3.9% |
| 30D | -12.7% | -2.8% | -10.0% | -10.9% |
| 3M | -17.6% | -3.1% | -14.6% | -15.7% |
| 6M | -30.7% | -2.9% | -27.9% | -29.2% |
| YTD | -14.3% | -2.0% | -12.3% | -13.0% |
| 1Y | -8.4% | 0.0% | -8.4% | -8.3% |
| All | +55.8% | +7.4% | +48.4% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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