+77.1%
LNG vs MUB
+7.4%
+69.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.4% |
| 7D | -4.5% | -1.2% | -3.2% | -4.9% |
| 30D | +4.7% | -2.8% | +7.4% | +3.7% |
| 3M | +15.1% | -3.1% | +18.2% | +14.0% |
| 6M | +13.6% | -2.9% | +16.4% | +12.7% |
| YTD | +44.0% | -2.0% | +46.0% | +42.6% |
| 1Y | +18.4% | 0.0% | +18.4% | +16.9% |
| All | +77.1% | +7.4% | +69.7% | +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 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