+108.8%
MNST vs LII
+22.0%
+86.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.4% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +10.6% | -4.6% | +15.2% | +11.3% |
| 3M | +1.3% | -21.7% | +22.9% | +5.4% |
| 6M | +26.2% | -32.8% | +59.0% | +33.9% |
| YTD | +24.8% | -27.5% | +52.3% | +29.7% |
| 1Y | +40.9% | -28.0% | +68.9% | +46.5% |
| 3Y | +72.2% | -7.2% | +79.4% | +56.4% |
| 5Y | +108.8% | +22.6% | +86.2% | +70.6% |
| All | +108.8% | +22.0% | +86.8% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling