+75.3%
MUB vs LH
+480.4%
-405.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +0.6% | +4.8% | -4.2% | +0.4% |
| 30D | +3.4% | +18.8% | -15.4% | +2.7% |
| 3M | -0.7% | +15.7% | -16.4% | -1.3% |
| 6M | -1.0% | +46.7% | -47.6% | -2.5% |
| YTD | 0.0% | +48.9% | -48.9% | -1.7% |
| 1Y | +0.4% | +43.5% | -43.1% | -1.1% |
| 3Y | +10.5% | +86.9% | -76.4% | +7.5% |
| 5Y | +3.1% | +60.4% | -57.3% | +0.6% |
| 10Y | +22.0% | +260.7% | -238.7% | +14.7% |
| All | +75.3% | +480.4% | -405.1% | +60.8% |
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