+174.0%
MNST vs LBRT
+33.5%
+140.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -6.5% | +8.3% | -14.7% | -6.9% |
| 30D | -7.2% | +6.1% | -13.4% | -7.6% |
| 3M | -1.0% | -34.8% | +33.7% | +1.1% |
| 6M | +11.5% | -24.8% | +36.3% | +12.7% |
| YTD | +14.3% | +12.2% | +2.1% | +12.4% |
| 1Y | +38.1% | +94.0% | -55.9% | +30.2% |
| 3Y | +55.0% | +31.3% | +23.7% | +47.1% |
| 5Y | +79.6% | +111.8% | -32.2% | +59.9% |
| All | +174.0% | +33.5% | +140.6% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling