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  • MNST vs LHX✓SelectedUSD · LHXMNST vs LHX performance historyLatest closeAs of-0.72%09/09
Stock and ETF performance explorer

MNST vs LHX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+536,037.3%
LHX return
+7,918.1%
Excess return
+528,119.2%
Maximum drawdown
-87.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioLHXExcessAlpha
1D-0.7%-2.1%+1.4%-0.2%
7D-3.6%-3.7%+0.2%-2.6%
30D-6.3%-13.2%+6.9%-3.0%
3M-5.0%-18.4%+13.4%-0.4%
6M+13.1%-32.0%+45.1%+23.9%
YTD+11.8%-13.6%+25.4%+14.8%
1Y+35.2%-6.0%+41.2%+35.5%
3Y+52.0%+57.9%-6.0%+31.9%
5Y+77.9%+19.2%+58.6%+63.0%
10Y+248.4%+232.3%+16.2%+140.7%
All+536,037.3%+7,918.1%+528,119.2%+121,009.1%

Cumulative growth

Daily Returns

Daily percentage return beside LHX.

Daily Out/Under-Performance

Portfolio return minus LHX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × LHX 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded LHX 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…

1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling