+74.1%
MUB vs LNT
+681.5%
-607.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -1.3% | +1.0% | -2.3% | -1.3% |
| 30D | +2.2% | +9.6% | -7.4% | +1.7% |
| 3M | -1.6% | +5.4% | -7.0% | -1.9% |
| 6M | -1.3% | +3.1% | -4.4% | -1.5% |
| YTD | -0.7% | +16.5% | -17.1% | -1.6% |
| 1Y | -0.2% | +12.3% | -12.5% | -0.9% |
| 3Y | +9.6% | +70.3% | -60.7% | +6.3% |
| 5Y | +2.6% | +56.4% | -53.9% | -0.4% |
| 10Y | +21.5% | +184.3% | -162.8% | +14.7% |
| All | +74.1% | +681.5% | -607.4% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling