+73.9%
MUB vs LEN
+305.1%
-231.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | 0.0% |
| 7D | -0.9% | -3.2% | +2.3% | -0.8% |
| 30D | -1.4% | -4.9% | +3.5% | -1.4% |
| 3M | -2.2% | -8.5% | +6.3% | -2.1% |
| 6M | -1.9% | -20.7% | +18.8% | -1.6% |
| YTD | -0.8% | -17.4% | +16.6% | -0.6% |
| 1Y | +2.7% | -38.2% | +41.0% | +3.3% |
| 3Y | +8.6% | -24.9% | +33.5% | +8.8% |
| 5Y | +2.0% | -11.4% | +13.5% | +1.9% |
| 10Y | +17.9% | +110.0% | -92.1% | +16.5% |
| All | +73.9% | +305.1% | -231.1% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling