+1,402.3%
LITE vs MNST
+301.8%
+1,100.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.1% | +7.3% |
| 7D | -35.9% | -3.4% | -32.5% | -35.3% |
| 30D | -51.5% | +6.6% | -58.1% | -53.0% |
| 3M | -35.7% | -2.9% | -32.8% | -36.0% |
| 6M | -43.0% | +18.4% | -61.4% | -48.4% |
| YTD | +46.1% | +19.3% | +26.9% | +31.3% |
| 1Y | +124.7% | +37.9% | +86.8% | +88.8% |
| 3Y | +1,172.1% | +62.9% | +1,109.2% | +859.6% |
| 5Y | +477.0% | +99.6% | +377.4% | +282.2% |
| All | +1,402.3% | +301.8% | +1,100.6% | +678.9% |
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