+26.3%
MNST vs LII
-27.8%
+54.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -6.9% | -2.3% | -4.6% | -6.7% |
| 30D | +3.7% | -1.7% | +5.4% | +3.8% |
| 3M | -0.3% | -18.3% | +18.0% | +1.1% |
| 6M | +5.1% | -32.3% | +37.4% | +8.1% |
| YTD | +18.4% | -27.1% | +45.5% | +21.1% |
| 1Y | +26.3% | -27.2% | +53.5% | +28.5% |
| All | +26.3% | -27.8% | +54.0% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling