+174.0%
MNST vs LBRT
+33.5%
+140.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -6.5% | +8.7% | -15.2% | -7.0% |
| 30D | -7.2% | +6.6% | -13.8% | -7.7% |
| 3M | -1.0% | -34.5% | +33.5% | +1.1% |
| 6M | +11.5% | -24.5% | +36.0% | +12.7% |
| YTD | +14.3% | +12.7% | +1.6% | +12.4% |
| 1Y | +38.1% | +94.8% | -56.7% | +30.1% |
| 3Y | +55.0% | +31.9% | +23.1% | +47.1% |
| 5Y | +79.6% | +111.8% | -32.2% | +59.9% |
| All | +174.0% | +33.5% | +140.6% | +120.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling