+248.4%
MNST vs LPLA
+1,198.0%
-949.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -3.6% | -1.5% | -2.0% | -3.3% |
| 30D | -6.3% | -6.0% | -0.3% | -5.2% |
| 3M | -5.0% | +21.4% | -26.3% | -8.5% |
| 6M | +13.1% | +12.1% | +1.1% | +10.1% |
| YTD | +11.8% | -1.8% | +13.6% | +11.0% |
| 1Y | +35.2% | +3.2% | +32.0% | +32.5% |
| 3Y | +52.0% | +45.9% | +6.0% | +34.6% |
| 5Y | +77.9% | +144.7% | -66.8% | +33.6% |
| 10Y | +248.4% | +1,222.4% | -974.0% | +104.4% |
| All | +248.4% | +1,198.0% | -949.6% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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