+241.7%
MNST vs LII
+168.6%
+73.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -0.9% |
| 7D | -6.5% | -0.7% | -5.8% | -6.3% |
| 30D | -7.2% | -12.6% | +5.4% | -4.0% |
| 3M | -1.0% | -24.4% | +23.4% | +5.2% |
| 6M | +11.5% | -28.7% | +40.2% | +19.8% |
| YTD | +14.3% | -19.1% | +33.5% | +18.0% |
| 1Y | +38.1% | -29.7% | +67.8% | +47.7% |
| 3Y | +55.0% | +4.8% | +50.2% | +37.2% |
| 5Y | +79.6% | +24.6% | +55.1% | +45.2% |
| All | +241.7% | +168.6% | +73.2% | +110.8% |
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