+99.8%
MNST vs LHX
+36.1%
+63.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.6% | +4.8% | -3.2% | +1.1% |
| 30D | +5.1% | +14.7% | -9.6% | +3.3% |
| 3M | -0.5% | -5.1% | +4.7% | 0.0% |
| 6M | +8.1% | -9.9% | +18.0% | +9.1% |
| YTD | +21.2% | -6.1% | +27.3% | +21.0% |
| 1Y | +30.7% | -4.0% | +34.7% | +30.1% |
| 3Y | +67.3% | +56.9% | +10.4% | +53.3% |
| All | +99.8% | +36.1% | +63.7% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling