+24.1%
LHX vs MNDY
-49.8%
+73.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | -4.3% | -4.6% | +0.4% | -4.2% |
| 30D | -15.1% | +1.0% | -16.2% | -15.2% |
| 3M | -21.0% | +9.1% | -30.1% | -21.1% |
| 6M | -32.0% | +14.2% | -46.2% | -32.2% |
| YTD | -15.3% | -41.1% | +25.8% | -14.9% |
| 1Y | -11.1% | -54.7% | +43.7% | -10.3% |
| 3Y | +54.0% | -50.6% | +104.6% | +54.6% |
| 5Y | +17.1% | -76.7% | +93.8% | +15.9% |
| All | +24.1% | -49.8% | +73.9% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling