+659.1%
LNG vs MUB
+76.3%
+582.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -6.2% | -0.3% | -5.9% | -6.2% |
| 30D | +8.0% | -1.5% | +9.5% | +8.0% |
| 3M | +16.9% | -1.9% | +18.8% | +17.0% |
| 6M | +8.7% | -1.7% | +10.4% | +8.7% |
| YTD | +43.0% | -0.8% | +43.8% | +43.0% |
| 1Y | +19.4% | +1.5% | +17.9% | +19.2% |
| 3Y | +74.7% | +8.8% | +65.9% | +73.5% |
| 5Y | +222.4% | +2.0% | +220.4% | +220.4% |
| 10Y | +532.2% | +18.0% | +514.2% | +543.9% |
| All | +659.1% | +76.3% | +582.8% | +659.0% |
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 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