+2.8%
MUB vs LTH
+156.3%
-153.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | 0.0% |
| 7D | -0.3% | +1.5% | -1.8% | -0.3% |
| 30D | -1.5% | -3.1% | +1.5% | -1.5% |
| 3M | -1.9% | +28.1% | -30.0% | -2.4% |
| 6M | -1.7% | +67.4% | -69.1% | -2.7% |
| YTD | -0.8% | +59.8% | -60.6% | -1.7% |
| 1Y | +1.5% | +45.6% | -44.1% | +0.7% |
| 3Y | +8.8% | +162.0% | -153.2% | +6.2% |
| All | +2.8% | +156.3% | -153.5% | -0.6% |
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