+3.3%
MUB vs LTH
+174.8%
-171.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.3% | -0.8% |
| 7D | -0.8% | -4.6% | +3.8% | -0.7% |
| 30D | +2.4% | +14.8% | -12.4% | +2.2% |
| 3M | -1.1% | +3.9% | -5.0% | -1.2% |
| 6M | -1.0% | +35.5% | -36.5% | -1.6% |
| YTD | -0.3% | +71.3% | -71.6% | -1.4% |
| 1Y | 0.0% | +75.7% | -75.7% | -1.1% |
| 3Y | +10.2% | +231.9% | -221.8% | +7.3% |
| 5Y | +2.9% | +130.5% | -127.5% | -0.6% |
| All | +3.3% | +174.8% | -171.5% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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