+62.9%
MNST vs LH
+80.4%
-17.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.6% |
| 7D | -3.4% | +1.4% | -4.9% | -3.8% |
| 30D | +6.6% | +17.5% | -10.9% | +2.0% |
| 3M | -2.9% | +16.1% | -18.9% | -6.9% |
| 6M | +18.4% | +43.4% | -24.9% | +7.0% |
| YTD | +19.3% | +47.2% | -27.9% | +6.4% |
| 1Y | +37.9% | +50.1% | -12.2% | +22.2% |
| 3Y | +62.9% | +81.2% | -18.3% | +36.1% |
| All | +62.9% | +80.4% | -17.5% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling