+1,106.1%
MUU vs LTH
+92.1%
+1,013.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.2% |
| 7D | -32.5% | +6.4% | -38.9% | -35.7% |
| 30D | -55.2% | +16.7% | -72.0% | -60.1% |
| 3M | -40.7% | +11.7% | -52.4% | -46.1% |
| 6M | -43.9% | +48.5% | -92.5% | -60.9% |
| YTD | +203.2% | +78.4% | +124.8% | +78.8% |
| 1Y | +257.0% | +89.7% | +167.3% | +98.8% |
| All | +1,106.1% | +92.1% | +1,013.9% | +615.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling