-48.3%
MUZ vs LTH
+41.6%
-89.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +6.3% | +7.9% | +11.0% |
| 7D | +47.2% | +9.9% | +37.3% | +40.5% |
| 30D | +57.1% | +18.3% | +38.8% | +46.2% |
| 3M | -5.3% | +5.9% | -11.2% | -9.0% |
| All | -48.3% | +41.6% | -89.9% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling