+18.6%
MUB vs LBRT
-22.5%
+41.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | +0.1% |
| 7D | +0.7% | -29.1% | +29.8% | +0.8% |
| 30D | +4.4% | -38.4% | +42.7% | +4.5% |
| 3M | -0.4% | -40.1% | +39.6% | -0.3% |
| 6M | -0.9% | -62.9% | +62.0% | -0.6% |
| YTD | +0.1% | -34.5% | +34.6% | +0.1% |
| 1Y | +0.5% | -30.2% | +30.7% | +0.5% |
| 3Y | +11.7% | -37.5% | +49.2% | +11.6% |
| 5Y | +3.2% | +7.6% | -4.4% | +2.6% |
| All | +18.6% | -22.5% | +41.1% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling