+29.3%
MNST vs LII
-28.0%
+57.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.4% |
| 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% | +0.3% |
| 6M | +6.1% | -31.1% | +37.3% | +8.9% |
| YTD | +18.9% | -27.7% | +46.5% | +22.0% |
| 1Y | +29.3% | -26.2% | +55.5% | +32.4% |
| All | +29.3% | -28.0% | +57.3% | +32.4% |
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 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