-25.7%
LUV vs MNDY
-49.8%
+24.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +1.2% |
| 7D | -1.0% | -4.6% | +3.7% | -0.5% |
| 30D | -12.4% | +1.0% | -13.4% | -12.7% |
| 3M | -11.0% | +9.1% | -20.1% | -12.2% |
| 6M | -5.0% | +14.2% | -19.2% | -7.3% |
| YTD | -3.8% | -41.1% | +37.4% | 0.0% |
| 1Y | +25.9% | -54.7% | +80.6% | +34.3% |
| 3Y | +42.2% | -50.6% | +92.8% | +45.6% |
| 5Y | -10.8% | -76.7% | +65.9% | -13.3% |
| All | -25.7% | -49.8% | +24.2% | -27.3% |
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