+19.0%
MUB vs LBRT
-16.2%
+35.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -8.0% | 0.0% |
| 7D | +1.0% | -11.9% | +13.0% | +1.1% |
| 30D | +3.9% | -31.9% | +35.8% | +4.0% |
| 3M | -0.4% | -34.9% | +34.5% | -0.2% |
| 6M | -0.6% | -60.7% | +60.1% | -0.2% |
| YTD | +0.4% | -29.2% | +29.6% | +0.4% |
| 1Y | +0.8% | -23.6% | +24.5% | +0.8% |
| 3Y | +11.3% | -26.8% | +38.2% | +11.1% |
| 5Y | +3.4% | +16.3% | -12.9% | +2.8% |
| All | +19.0% | -16.2% | +35.2% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling