+303.0%
MNST vs LSCC
+1,244.7%
-941.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.1% | -11.5% | -5.3% |
| 7D | -3.4% | +13.0% | -16.4% | -5.1% |
| 30D | +6.6% | -19.8% | +26.4% | +9.2% |
| 3M | -2.9% | -18.4% | +15.5% | -1.2% |
| 6M | +18.4% | -16.1% | +34.6% | +18.7% |
| YTD | +19.3% | +42.7% | -23.5% | +9.4% |
| 1Y | +37.9% | +68.0% | -30.1% | +23.1% |
| 3Y | +62.9% | +85.8% | -23.0% | +34.7% |
| 5Y | +99.6% | +28.0% | +71.5% | +67.9% |
| All | +303.0% | +1,244.7% | -941.7% | +108.9% |
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