+251.2%
MNST vs LHX
+227.8%
+23.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.0% |
| 7D | -1.0% | -4.3% | +3.3% | +0.1% |
| 30D | -5.6% | -15.1% | +9.5% | -1.7% |
| 3M | -5.7% | -21.0% | +15.3% | -0.3% |
| 6M | +12.0% | -32.0% | +44.0% | +22.9% |
| YTD | +13.2% | -15.3% | +28.5% | +16.6% |
| 1Y | +36.1% | -11.1% | +47.1% | +37.8% |
| 3Y | +52.9% | +54.0% | -1.1% | +29.9% |
| 5Y | +81.0% | +17.1% | +63.9% | +63.0% |
| All | +251.2% | +227.8% | +23.4% | +145.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling