+12.0%
MUB vs LTH
+268.4%
-256.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | +0.7% | +4.5% | -3.8% | +0.6% |
| 30D | +4.4% | +16.3% | -12.0% | +4.0% |
| 3M | -0.2% | +8.4% | -8.5% | -0.3% |
| 6M | -0.6% | +40.3% | -40.9% | -1.3% |
| YTD | +0.3% | +77.3% | -76.9% | -0.9% |
| 1Y | +0.8% | +88.0% | -87.2% | -0.6% |
| 3Y | +12.0% | +274.3% | -262.3% | +6.8% |
| All | +12.0% | +268.4% | -256.4% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling