+36.9%
MNST vs LH
+17.9%
+19.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | -4.5% | +2.0% | -6.5% | -4.9% |
| 3M | -2.5% | +24.3% | -26.7% | -6.9% |
| 6M | +14.1% | +21.1% | -6.9% | +9.6% |
| YTD | +12.6% | +30.4% | -17.9% | +5.4% |
| 1Y | +36.9% | +18.4% | +18.6% | +31.4% |
| All | +36.9% | +17.9% | +19.1% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling