+346.0%
MNST vs LSCC
+1,435.5%
-1,089.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.8% |
| 7D | -4.7% | +21.2% | -26.0% | -7.3% |
| 30D | +5.2% | -1.9% | +7.1% | +4.8% |
| 3M | -0.9% | -8.1% | +7.2% | -0.8% |
| 6M | +6.1% | -5.2% | +11.4% | +4.5% |
| YTD | +18.9% | +61.5% | -42.7% | +7.2% |
| 1Y | +29.3% | +81.3% | -52.0% | +14.3% |
| 3Y | +64.9% | +108.7% | -43.8% | +34.3% |
| 5Y | +98.0% | +44.1% | +53.9% | +64.0% |
| All | +346.0% | +1,435.5% | -1,089.5% | +125.9% |
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