+95.3%
LSCC vs MNDY
-43.6%
+138.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -1.7% |
| 7D | +5.0% | -18.4% | +23.4% | +7.9% |
| 30D | -11.7% | -14.1% | +2.4% | -10.6% |
| 3M | -13.3% | -13.8% | +0.5% | -13.5% |
| 6M | -12.5% | +6.0% | -18.5% | -18.7% |
| YTD | +51.2% | -48.2% | +99.4% | +71.1% |
| 1Y | +65.9% | -54.0% | +119.9% | +95.2% |
| 3Y | +95.3% | -45.5% | +140.8% | +122.6% |
| All | +95.3% | -43.6% | +138.9% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling