+332.6%
MNST vs LII
+170.6%
+162.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -3.9% | +0.4% | -4.3% | -4.0% |
| 30D | +3.9% | -2.4% | +6.3% | +4.3% |
| 3M | -0.8% | -17.5% | +16.7% | +3.8% |
| 6M | +5.1% | -32.8% | +37.9% | +14.7% |
| YTD | +18.3% | -27.7% | +46.0% | +25.3% |
| 1Y | +29.5% | -28.1% | +57.6% | +37.2% |
| 3Y | +64.0% | -9.7% | +73.7% | +51.5% |
| 5Y | +97.2% | +19.5% | +77.7% | +59.1% |
| All | +332.6% | +170.6% | +162.0% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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