+1,994.6%
MNST vs LPLA
+1,311.2%
+683.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -6.5% | -3.1% | -3.4% | -6.0% |
| 30D | -7.2% | -0.1% | -7.1% | -7.2% |
| 3M | -1.0% | +23.2% | -24.2% | -5.0% |
| 6M | +11.5% | +15.5% | -4.1% | +7.9% |
| YTD | +14.3% | +0.9% | +13.4% | +13.0% |
| 1Y | +38.1% | +0.2% | +38.0% | +36.2% |
| 3Y | +55.0% | +55.2% | -0.2% | +36.4% |
| 5Y | +79.6% | +145.4% | -65.8% | +38.8% |
| 10Y | +241.8% | +1,229.7% | -987.9% | +82.1% |
| All | +1,994.6% | +1,311.2% | +683.3% | +907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling