+303.0%
MNST vs LII
+162.0%
+141.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.5% | -3.9% |
| 7D | -3.4% | -0.6% | -2.8% | -3.2% |
| 30D | +6.6% | -4.6% | +11.2% | +7.6% |
| 3M | -2.9% | -21.2% | +18.3% | +2.9% |
| 6M | +18.4% | -36.4% | +54.9% | +31.2% |
| YTD | +19.3% | -28.9% | +48.2% | +27.0% |
| 1Y | +37.9% | -29.5% | +67.4% | +46.9% |
| 3Y | +62.9% | -8.6% | +71.5% | +49.4% |
| 5Y | +99.6% | +20.2% | +79.4% | +60.3% |
| All | +303.0% | +162.0% | +141.0% | +137.4% |
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