+2,396.1%
MUU vs LNT
+20.1%
+2,376.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -8.2% | -1.0% | -7.2% | -8.8% |
| 30D | +10.2% | -4.2% | +14.4% | +7.5% |
| 3M | -26.5% | -6.7% | -19.8% | -29.0% |
| 6M | +227.2% | -3.6% | +230.8% | +221.7% |
| YTD | +527.4% | +5.9% | +521.5% | +522.1% |
| 1Y | +1,843.7% | +7.3% | +1,836.4% | +1,816.8% |
| All | +2,396.1% | +20.1% | +2,376.0% | +2,553.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling