+183.9%
MNST vs LBRT
-16.4%
+200.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | 0.0% |
| 7D | -6.9% | -1.9% | -5.0% | -6.8% |
| 30D | +3.7% | -32.0% | +35.8% | +5.7% |
| 3M | -0.3% | -39.7% | +39.4% | +2.1% |
| 6M | +5.1% | -61.1% | +66.2% | +10.1% |
| YTD | +18.4% | -29.4% | +47.8% | +19.1% |
| 1Y | +26.3% | -24.5% | +50.7% | +26.3% |
| 3Y | +64.3% | -28.1% | +92.3% | +61.3% |
| 5Y | +96.8% | +23.9% | +72.9% | +81.0% |
| All | +183.9% | -16.4% | +200.3% | +133.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling