+162.1%
LTH vs MNDY
-77.8%
+239.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.9% |
| 7D | -1.3% | -11.3% | +10.0% | +0.9% |
| 30D | +15.7% | -10.8% | +26.5% | +17.8% |
| 3M | +5.0% | -17.3% | +22.3% | +7.6% |
| 6M | +37.7% | +15.2% | +22.5% | +29.7% |
| YTD | +75.0% | -47.1% | +122.2% | +91.9% |
| 1Y | +82.6% | -51.4% | +134.1% | +103.7% |
| 3Y | +241.3% | -49.6% | +290.9% | +240.8% |
| 5Y | +135.4% | -78.6% | +214.0% | +126.4% |
| All | +162.1% | -77.8% | +239.9% | +145.3% |
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