+346.0%
MNST vs LII
+166.1%
+179.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | +5.2% | -0.6% | +5.8% | +5.1% |
| 3M | -0.9% | -17.0% | +16.1% | +3.6% |
| 6M | +6.1% | -31.1% | +37.3% | +15.1% |
| YTD | +18.9% | -27.7% | +46.5% | +25.9% |
| 1Y | +29.3% | -26.2% | +55.5% | +35.9% |
| 3Y | +64.9% | -9.6% | +74.5% | +52.2% |
| 5Y | +98.0% | +15.7% | +82.3% | +61.9% |
| All | +346.0% | +166.1% | +179.9% | +165.5% |
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