+2,331.0%
LITE vs MNST
+242.3%
+2,088.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.2% |
| 7D | -1.5% | -6.5% | +5.0% | +1.1% |
| 30D | +6.7% | -7.2% | +13.9% | +9.1% |
| 3M | -6.8% | -1.0% | -5.7% | -7.7% |
| 6M | +29.4% | +11.5% | +18.0% | +20.7% |
| YTD | +139.1% | +14.3% | +124.8% | +120.0% |
| 1Y | +521.0% | +38.1% | +482.9% | +419.6% |
| 3Y | +1,535.3% | +55.0% | +1,480.3% | +1,164.2% |
| 5Y | +889.8% | +79.6% | +810.2% | +592.1% |
| All | +2,331.0% | +242.3% | +2,088.8% | +1,321.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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