+2.0%
MUB vs LNT
+35.5%
-33.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | -1.5% | -1.1% | -0.4% | -1.5% |
| 3M | -1.9% | -3.6% | +1.7% | -1.8% |
| 6M | -1.7% | -2.7% | +0.9% | -1.6% |
| YTD | -0.8% | +8.0% | -8.8% | -1.3% |
| 1Y | +1.5% | +10.5% | -9.0% | +0.8% |
| 3Y | +8.8% | +49.6% | -40.8% | +6.0% |
| 5Y | +2.0% | +32.2% | -30.2% | -0.3% |
| All | +2.0% | +35.5% | -33.5% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling