+140.8%
LLY vs MUB
+9.9%
+130.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | +6.7% | -1.3% | +8.0% | +7.7% |
| 30D | +19.6% | +2.2% | +17.4% | +17.8% |
| 3M | +19.7% | -1.6% | +21.3% | +21.6% |
| 6M | +42.7% | -1.3% | +44.0% | +44.6% |
| YTD | +35.1% | -0.7% | +35.8% | +36.4% |
| 1Y | +42.2% | -0.2% | +42.4% | +43.1% |
| 3Y | +140.8% | +9.6% | +131.2% | +133.9% |
| All | +140.8% | +9.9% | +130.8% | +133.9% |
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