+18.1%
MUB vs LBRT
-16.2%
+34.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.8% | +13.8% | -14.7% | -0.9% |
| 30D | +2.4% | -32.4% | +34.8% | +2.5% |
| 3M | -1.1% | -39.9% | +38.8% | -0.9% |
| 6M | -1.0% | -60.8% | +59.8% | -0.7% |
| YTD | -0.3% | -29.3% | +29.0% | -0.3% |
| 1Y | 0.0% | -18.9% | +18.9% | 0.0% |
| 3Y | +10.2% | -28.0% | +38.1% | +10.0% |
| 5Y | +2.9% | +26.6% | -23.7% | +2.2% |
| All | +18.1% | -16.2% | +34.4% | +12.8% |
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