+33.4%
LDOS vs MNDY
-47.4%
+80.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +7.0% | +0.8% |
| 7D | -5.4% | -9.6% | +4.2% | -5.1% |
| 30D | +4.9% | -0.4% | +5.3% | +4.8% |
| 3M | +7.2% | +4.3% | +2.9% | +6.8% |
| 6M | -24.2% | +19.8% | -44.0% | -25.0% |
| YTD | -25.8% | -38.3% | +12.5% | -25.3% |
| 1Y | -24.7% | -50.1% | +25.4% | -23.8% |
| 3Y | +39.3% | -48.4% | +87.7% | +40.7% |
| 5Y | +43.3% | -76.0% | +119.3% | +39.6% |
| All | +33.4% | -47.4% | +80.8% | +36.7% |
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