+22.0%
MUB vs LII
+166.2%
-144.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | +3.4% | -2.4% | +5.8% | +3.5% |
| 3M | -0.7% | -17.5% | +16.8% | -0.1% |
| 6M | -1.0% | -32.8% | +31.9% | +0.2% |
| YTD | 0.0% | -27.7% | +27.7% | +0.8% |
| 1Y | +0.4% | -28.1% | +28.4% | +1.2% |
| 3Y | +10.5% | -9.7% | +20.2% | +10.0% |
| 5Y | +3.1% | +19.5% | -16.4% | +1.1% |
| 10Y | +22.0% | +170.6% | -148.6% | +15.1% |
| All | +22.0% | +166.2% | -144.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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