+354.7%
MNST vs LMT
+197.1%
+157.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | +1.6% | +5.1% | -3.5% | +0.2% |
| 30D | +5.1% | +14.1% | -9.1% | +1.0% |
| 3M | -0.5% | +0.3% | -0.8% | -1.0% |
| 6M | +8.1% | +16.1% | -8.0% | +2.8% |
| YTD | +21.2% | +25.5% | -4.3% | +11.1% |
| 1Y | +30.7% | +34.1% | -3.4% | +17.2% |
| 3Y | +67.3% | +45.1% | +22.2% | +42.7% |
| 5Y | +101.9% | +100.9% | +0.9% | +46.7% |
| All | +354.7% | +197.1% | +157.6% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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