+10.7%
LII vs MNDY
-55.2%
+65.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -2.3% | -19.8% | +17.5% | +0.1% |
| 30D | -1.7% | -8.4% | +6.7% | -0.8% |
| 3M | -18.3% | -11.2% | -7.0% | -17.7% |
| 6M | -32.3% | +0.9% | -33.3% | -33.4% |
| YTD | -27.1% | -47.4% | +20.3% | -22.8% |
| 1Y | -27.2% | -53.0% | +25.8% | -21.7% |
| 3Y | -8.9% | -44.6% | +35.7% | -7.3% |
| 5Y | +19.7% | -78.7% | +98.3% | +16.5% |
| All | +10.7% | -55.2% | +65.9% | +22.3% |
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