+102.7%
MNST vs LTH
+183.0%
-80.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -5.0% | +7.0% | -12.0% | -5.8% |
| 30D | +4.6% | +15.4% | -10.9% | +2.7% |
| 3M | +1.0% | +7.0% | -6.0% | +0.1% |
| 6M | +5.8% | +46.9% | -41.1% | +0.6% |
| YTD | +19.1% | +76.4% | -57.4% | +10.2% |
| 1Y | +30.9% | +83.7% | -52.8% | +20.5% |
| 3Y | +65.7% | +248.9% | -183.2% | +36.4% |
| 5Y | +99.0% | +141.8% | -42.9% | +60.1% |
| All | +102.7% | +183.0% | -80.3% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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