+1,321.8%
LITE vs MNST
+320.3%
+1,001.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.9% | -16.8% | -18.0% |
| 7D | -44.6% | +3.2% | -47.8% | -45.3% |
| 30D | -55.0% | +10.6% | -65.6% | -56.9% |
| 3M | -38.3% | +1.3% | -39.6% | -39.4% |
| 6M | -48.8% | +26.2% | -75.0% | -54.8% |
| YTD | +38.3% | +24.8% | +13.5% | +22.4% |
| 1Y | +119.0% | +40.9% | +78.0% | +83.1% |
| 3Y | +1,092.0% | +72.2% | +1,019.8% | +780.9% |
| 5Y | +446.1% | +108.8% | +337.3% | +256.3% |
| All | +1,321.8% | +320.3% | +1,001.4% | +626.2% |
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