+16.8%
MUB vs LH
+179.1%
-162.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.5% |
| 7D | -1.2% | -7.4% | +6.2% | -0.8% |
| 30D | -2.8% | -4.6% | +1.8% | -2.5% |
| 3M | -3.1% | +14.5% | -17.6% | -3.8% |
| 6M | -2.9% | +14.8% | -17.7% | -3.7% |
| YTD | -2.0% | +23.3% | -25.3% | -3.3% |
| 1Y | 0.0% | +13.6% | -13.6% | -0.9% |
| 3Y | +7.4% | +56.3% | -48.9% | +4.1% |
| 5Y | +0.8% | +25.2% | -24.4% | -1.2% |
| All | +16.8% | +179.1% | -162.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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