+101.3%
MNST vs LSCC
+26.3%
+75.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.1% | -11.5% | -5.0% |
| 7D | -3.4% | +13.0% | -16.4% | -4.5% |
| 30D | +6.6% | -19.8% | +26.4% | +8.3% |
| 3M | -2.9% | -18.4% | +15.5% | -1.7% |
| 6M | +18.4% | -16.1% | +34.6% | +18.5% |
| YTD | +19.3% | +42.7% | -23.5% | +12.2% |
| 1Y | +37.9% | +68.0% | -30.1% | +27.3% |
| 3Y | +62.9% | +85.8% | -23.0% | +41.7% |
| All | +101.3% | +26.3% | +75.0% | +74.0% |
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