+185.9%
MNST vs LBRT
-22.5%
+208.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.4% | -9.8% | -4.7% |
| 7D | -3.4% | -29.1% | +25.7% | -1.8% |
| 30D | +6.6% | -38.4% | +45.0% | +9.2% |
| 3M | -2.9% | -40.1% | +37.2% | -0.5% |
| 6M | +18.4% | -62.9% | +81.3% | +24.4% |
| YTD | +19.3% | -34.5% | +53.8% | +20.4% |
| 1Y | +37.9% | -30.2% | +68.1% | +38.5% |
| 3Y | +62.9% | -37.5% | +100.3% | +61.4% |
| 5Y | +99.6% | +7.6% | +92.0% | +85.3% |
| All | +185.9% | -22.5% | +208.4% | +136.6% |
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 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