+62.9%
MNST vs LII
-8.7%
+71.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.5% | -4.3% |
| 7D | -3.4% | -0.6% | -2.8% | -3.4% |
| 30D | +6.6% | -4.6% | +11.2% | +6.9% |
| 3M | -2.9% | -21.2% | +18.3% | -1.6% |
| 6M | +18.4% | -36.4% | +54.9% | +21.5% |
| YTD | +19.3% | -28.9% | +48.2% | +21.3% |
| 1Y | +37.9% | -29.5% | +67.4% | +40.3% |
| 3Y | +62.9% | -8.6% | +71.5% | +60.9% |
| All | +62.9% | -8.7% | +71.6% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling