+354.7%
MNST vs LSCC
+1,351.6%
-996.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.5% | +7.4% | +2.7% |
| 7D | +1.6% | +7.0% | -5.4% | +0.6% |
| 30D | +5.1% | -2.3% | +7.4% | +4.7% |
| 3M | -0.5% | -12.5% | +12.0% | +0.2% |
| 6M | +8.1% | -10.6% | +18.7% | +7.2% |
| YTD | +21.2% | +52.7% | -31.5% | +10.0% |
| 1Y | +30.7% | +74.0% | -43.2% | +16.1% |
| 3Y | +67.3% | +104.8% | -37.5% | +36.2% |
| 5Y | +101.9% | +36.2% | +65.6% | +68.3% |
| All | +354.7% | +1,351.6% | -996.8% | +131.9% |
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