+71.8%
LMT vs MUB
+1.5%
+70.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | -12.5% | -2.0% | -10.5% | -12.2% |
| 3M | -0.5% | -2.5% | +2.1% | 0.0% |
| 6M | -20.0% | -2.3% | -17.7% | -19.7% |
| YTD | +10.4% | -1.3% | +11.7% | +10.6% |
| 1Y | +17.7% | +1.1% | +16.6% | +17.3% |
| 3Y | +34.3% | +8.2% | +26.1% | +32.4% |
| 5Y | +71.8% | +1.5% | +70.3% | +65.3% |
| All | +71.8% | +1.5% | +70.3% | +65.3% |
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