+446.1%
LITE vs MUB
+3.2%
+442.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.4% | -19.1% | -19.2% |
| 7D | -44.6% | +0.9% | -45.5% | -45.2% |
| 30D | -55.0% | +3.8% | -58.8% | -57.2% |
| 3M | -38.3% | -0.7% | -37.6% | -37.6% |
| 6M | -48.8% | -0.8% | -48.0% | -48.0% |
| YTD | +38.3% | 0.0% | +38.3% | +39.2% |
| 1Y | +119.0% | +0.6% | +118.4% | +118.7% |
| 3Y | +1,092.0% | +11.4% | +1,080.6% | +918.0% |
| 5Y | +446.1% | +3.1% | +443.0% | +396.0% |
| All | +446.1% | +3.2% | +442.8% | +396.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling