+101.4%
MNST vs LTH
+186.2%
-84.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -3.9% | +6.4% | -10.3% | -4.6% |
| 30D | +3.9% | +16.7% | -12.8% | +1.9% |
| 3M | -0.8% | +11.7% | -12.5% | -2.3% |
| 6M | +5.1% | +48.5% | -43.4% | -0.2% |
| YTD | +18.3% | +78.4% | -60.1% | +9.3% |
| 1Y | +29.5% | +89.7% | -60.2% | +18.7% |
| 3Y | +64.0% | +245.6% | -181.6% | +35.2% |
| 5Y | +97.2% | +142.7% | -45.5% | +58.6% |
| All | +101.4% | +186.2% | -84.8% | +60.3% |
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