+22.3%
MUB vs LEN
+143.3%
-121.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.2% |
| 7D | +0.6% | +0.7% | 0.0% | +0.6% |
| 30D | +3.4% | +13.0% | -9.6% | +2.8% |
| 3M | -0.7% | +1.9% | -2.6% | -0.9% |
| 6M | -1.0% | -0.7% | -0.2% | -1.1% |
| YTD | 0.0% | -13.8% | +13.8% | +0.3% |
| 1Y | +0.4% | -28.1% | +28.5% | +1.5% |
| 3Y | +10.5% | -22.8% | +33.3% | +10.8% |
| 5Y | +3.1% | -7.4% | +10.4% | +2.0% |
| All | +22.3% | +143.3% | -121.0% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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