+3,389.2%
LLY vs MUB
+76.3%
+3,312.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -0.9% | -1.3% | -1.7% |
| 30D | -1.6% | -1.4% | -0.2% | -0.9% |
| 3M | +2.3% | -2.2% | +4.4% | +3.5% |
| 6M | +14.9% | -1.9% | +16.8% | +16.1% |
| YTD | +7.5% | -0.8% | +8.2% | +8.0% |
| 1Y | +55.7% | +2.7% | +52.9% | +53.6% |
| 3Y | +110.6% | +8.6% | +102.0% | +102.0% |
| 5Y | +363.4% | +2.0% | +361.4% | +358.0% |
| 10Y | +1,649.0% | +17.9% | +1,631.1% | +1,541.8% |
| All | +3,389.2% | +76.3% | +3,312.9% | +2,578.9% |
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 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