+241,855.9%
MNST vs LH
+1,382.1%
+240,473.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -6.5% | -2.5% | -4.0% | -6.2% |
| 30D | -7.2% | +4.3% | -11.6% | -7.7% |
| 3M | -1.0% | +25.5% | -26.5% | -3.6% |
| 6M | +11.5% | +17.0% | -5.5% | +9.4% |
| YTD | +14.3% | +31.3% | -17.0% | +10.6% |
| 1Y | +38.1% | +20.0% | +18.2% | +35.0% |
| 3Y | +55.0% | +63.9% | -8.9% | +45.9% |
| 5Y | +79.6% | +30.9% | +48.8% | +72.6% |
| 10Y | +241.8% | +191.4% | +50.4% | +200.8% |
| All | +241,855.9% | +1,382.1% | +240,473.8% | +171,442.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling