+3,463.8%
MNST vs LDOS
+508.5%
+2,955.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.1% |
| 7D | +6.8% | -2.8% | +9.6% | +7.6% |
| 30D | +12.0% | +13.6% | -1.5% | +8.0% |
| 3M | +3.5% | +4.2% | -0.7% | +1.9% |
| 6M | +29.7% | -8.2% | +37.9% | +31.5% |
| YTD | +27.2% | -24.1% | +51.3% | +34.9% |
| 1Y | +45.8% | -31.2% | +77.0% | +59.2% |
| 3Y | +75.5% | +35.0% | +40.5% | +50.9% |
| 5Y | +122.1% | +52.6% | +69.5% | +80.2% |
| 10Y | +332.6% | +261.9% | +70.7% | +159.5% |
| All | +3,463.8% | +508.5% | +2,955.3% | +1,657.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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