+73.9%
MUB vs LH
+411.6%
-337.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -0.9% | -2.5% | +1.6% | -0.8% |
| 30D | -1.4% | +4.3% | -5.8% | -1.6% |
| 3M | -2.2% | +25.5% | -27.7% | -3.0% |
| 6M | -1.9% | +17.0% | -18.8% | -2.5% |
| YTD | -0.8% | +31.3% | -32.0% | -1.9% |
| 1Y | +2.7% | +20.0% | -17.2% | +1.9% |
| 3Y | +8.6% | +63.9% | -55.3% | +6.2% |
| 5Y | +2.0% | +30.9% | -28.8% | +0.4% |
| 10Y | +17.9% | +191.4% | -173.5% | +11.5% |
| All | +73.9% | +411.6% | -337.6% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling