+321.6%
MNST vs LSCC
+1,155.2%
-833.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.6% | +6.7% | -0.8% |
| 7D | +3.2% | -4.8% | +8.0% | +3.6% |
| 30D | +10.6% | -27.1% | +37.7% | +14.8% |
| 3M | +1.3% | -23.6% | +24.9% | +4.0% |
| 6M | +26.2% | -19.8% | +46.0% | +27.2% |
| YTD | +24.8% | +33.2% | -8.5% | +15.5% |
| 1Y | +40.9% | +55.2% | -14.3% | +27.2% |
| 3Y | +72.2% | +70.1% | +2.1% | +44.3% |
| 5Y | +108.8% | +19.5% | +89.3% | +77.4% |
| All | +321.6% | +1,155.2% | -833.6% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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