+0.8%
MUB vs LBRT
-31.1%
+31.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | +0.1% |
| 7D | +0.7% | -29.1% | +29.8% | +0.5% |
| 30D | +4.4% | -38.4% | +42.7% | +4.2% |
| 3M | -0.2% | -40.1% | +39.9% | -0.3% |
| 6M | -0.6% | -62.9% | +62.3% | -1.0% |
| YTD | +0.3% | -34.5% | +34.9% | -0.1% |
| 1Y | +0.8% | -30.2% | +31.0% | +0.3% |
| All | +0.8% | -31.1% | +31.9% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling