+17.6%
MUB vs LNT
+140.9%
-123.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -2.0% | -0.5% | -1.5% | -1.9% |
| 3M | -2.5% | -5.5% | +3.0% | -2.1% |
| 6M | -2.3% | -3.8% | +1.5% | -2.1% |
| YTD | -1.3% | +6.8% | -8.1% | -1.9% |
| 1Y | +1.1% | +9.3% | -8.2% | +0.3% |
| 3Y | +8.2% | +47.9% | -39.7% | +4.5% |
| 5Y | +1.5% | +31.6% | -30.1% | -1.4% |
| 10Y | +17.6% | +150.1% | -132.6% | +8.1% |
| All | +17.6% | +140.9% | -123.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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