+190.6%
MNST vs LBRT
-15.3%
+205.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | +1.6% | +9.2% | -7.6% | +1.1% |
| 30D | +5.1% | -27.5% | +32.6% | +6.6% |
| 3M | -0.5% | -37.9% | +37.4% | +1.8% |
| 6M | +8.1% | -60.7% | +68.8% | +13.2% |
| YTD | +21.2% | -28.5% | +49.7% | +21.8% |
| 1Y | +30.7% | -13.2% | +43.9% | +29.6% |
| 3Y | +67.3% | -28.8% | +96.1% | +64.5% |
| 5Y | +101.9% | +28.0% | +73.9% | +85.2% |
| All | +190.6% | -15.3% | +205.9% | +139.2% |
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