+84.2%
MNST vs LSCC
+82.7%
+1.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.8% |
| 7D | -6.5% | +1.3% | -7.8% | -6.6% |
| 30D | -7.2% | -9.7% | +2.5% | -6.4% |
| 3M | -1.0% | -23.7% | +22.7% | +0.9% |
| 6M | +11.5% | +26.5% | -15.0% | +7.3% |
| YTD | +14.3% | +57.5% | -43.2% | +7.1% |
| 1Y | +38.1% | +75.7% | -37.6% | +27.1% |
| 3Y | +55.0% | +19.5% | +35.5% | +48.9% |
| All | +84.2% | +82.7% | +1.4% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling