+248.4%
MNST vs LH
+185.6%
+62.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.3% |
| 7D | -3.6% | -3.2% | -0.4% | -2.4% |
| 30D | -6.3% | +0.1% | -6.4% | -6.4% |
| 3M | -5.0% | +18.6% | -23.6% | -10.7% |
| 6M | +13.1% | +17.9% | -4.8% | +6.3% |
| YTD | +11.8% | +28.9% | -17.2% | +1.4% |
| 1Y | +35.2% | +16.6% | +18.6% | +27.0% |
| 3Y | +52.0% | +63.6% | -11.6% | +24.4% |
| 5Y | +77.9% | +30.0% | +47.8% | +55.9% |
| 10Y | +248.4% | +191.9% | +56.5% | +118.3% |
| All | +248.4% | +185.6% | +62.8% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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