+313.1%
MNST vs LH
+259.5%
+53.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -5.0% | +4.6% | -9.5% | -6.4% |
| 30D | +4.6% | +19.1% | -14.5% | -1.8% |
| 3M | +1.0% | +16.7% | -15.7% | -4.6% |
| 6M | +5.8% | +47.0% | -41.3% | -8.1% |
| YTD | +19.1% | +49.3% | -30.3% | +2.4% |
| 1Y | +30.9% | +48.6% | -17.7% | +12.7% |
| 3Y | +65.7% | +87.8% | -22.1% | +29.1% |
| 5Y | +99.0% | +65.0% | +33.9% | +59.9% |
| 10Y | +313.1% | +275.0% | +38.1% | +169.9% |
| All | +313.1% | +259.5% | +53.6% | +169.9% |
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