+56.6%
MNST vs LTH
+152.2%
-95.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -6.5% | -0.6% | -5.8% | -6.4% |
| 30D | -7.2% | -4.6% | -2.6% | -6.9% |
| 3M | -1.0% | +32.8% | -33.8% | -3.3% |
| 6M | +11.5% | +64.6% | -53.1% | +6.6% |
| YTD | +14.3% | +62.6% | -48.3% | +9.3% |
| 1Y | +38.1% | +49.9% | -11.8% | +32.8% |
| All | +56.6% | +152.2% | -95.6% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling