+590.6%
LHX vs MUB
+76.3%
+514.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -10.4% | -1.5% | -8.8% | -9.7% |
| 3M | -14.9% | -1.9% | -13.0% | -14.2% |
| 6M | -29.6% | -1.7% | -27.9% | -29.1% |
| YTD | -11.8% | -0.8% | -11.0% | -11.5% |
| 1Y | -5.1% | +1.5% | -6.6% | -5.7% |
| 3Y | +61.3% | +8.8% | +52.5% | +55.5% |
| 5Y | +22.4% | +2.0% | +20.4% | +21.0% |
| 10Y | +232.2% | +18.0% | +214.3% | +219.3% |
| All | +590.6% | +76.3% | +514.3% | +492.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling