+74.7%
MUB vs LII
+1,187.9%
-1,113.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.8% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +2.4% | -0.6% | +3.0% | +2.4% |
| 3M | -1.1% | -17.0% | +15.9% | -0.9% |
| 6M | -1.0% | -31.1% | +30.1% | -0.5% |
| YTD | -0.3% | -27.7% | +27.4% | +0.1% |
| 1Y | 0.0% | -26.2% | +26.1% | +0.3% |
| 3Y | +10.2% | -9.6% | +19.8% | +10.1% |
| 5Y | +2.9% | +15.7% | -12.7% | +2.4% |
| 10Y | +21.9% | +166.9% | -144.9% | +20.8% |
| All | +74.7% | +1,187.9% | -1,113.2% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling