+36.6%
LDOS vs MNDY
-53.8%
+90.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -9.1% | +11.4% | +2.7% |
| 7D | -5.8% | -16.1% | +10.3% | -5.1% |
| 30D | +11.6% | -10.2% | +21.7% | +12.0% |
| 3M | -1.0% | -14.2% | +13.2% | -0.5% |
| 6M | +5.1% | +10.9% | -5.9% | +4.5% |
| YTD | -24.0% | -45.8% | +21.8% | -23.1% |
| 1Y | -30.3% | -57.8% | +27.6% | -29.0% |
| 3Y | +37.0% | -41.0% | +78.0% | +38.7% |
| 5Y | +53.4% | -82.0% | +135.4% | +49.3% |
| All | +36.6% | -53.8% | +90.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 all: compounded portfolio wealth divided by compounded MNDY 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…
all analysis · Full analysis span regression · 6 months rolling