+38.1%
MNST vs LBRT
+100.7%
-62.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -6.5% | +8.3% | -14.7% | -6.3% |
| 30D | -7.2% | +6.1% | -13.4% | -7.1% |
| 3M | -1.0% | -34.8% | +33.7% | -1.9% |
| 6M | +11.5% | -24.8% | +36.3% | +11.2% |
| YTD | +14.3% | +12.2% | +2.1% | +16.3% |
| 1Y | +38.1% | +94.0% | -55.9% | +43.6% |
| All | +38.1% | +100.7% | -62.6% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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 · 6 months rolling