+183.6%
MNST vs LBRT
-19.0%
+202.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | -3.9% | -15.7% | +11.8% | -3.1% |
| 30D | +3.9% | -34.3% | +38.2% | +6.0% |
| 3M | -0.8% | -40.6% | +39.8% | +1.7% |
| 6M | +5.1% | -62.0% | +67.1% | +10.2% |
| YTD | +18.3% | -31.6% | +49.9% | +19.1% |
| 1Y | +29.5% | -25.8% | +55.3% | +29.6% |
| 3Y | +64.0% | -30.4% | +94.4% | +61.4% |
| 5Y | +97.2% | +18.7% | +78.5% | +81.8% |
| All | +183.6% | -19.0% | +202.6% | +134.0% |
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