-17.6%
LVS vs MNDY
-49.8%
+32.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.3% |
| 7D | -3.5% | -4.6% | +1.2% | -3.0% |
| 30D | -6.2% | +1.0% | -7.3% | -6.7% |
| 3M | -14.8% | +9.1% | -24.0% | -16.4% |
| 6M | -20.9% | +14.2% | -35.1% | -23.2% |
| YTD | -33.0% | -41.1% | +8.1% | -29.8% |
| 1Y | -20.0% | -54.7% | +34.7% | -13.8% |
| 3Y | -6.9% | -50.6% | +43.6% | -5.8% |
| 5Y | +9.1% | -76.7% | +85.7% | +3.1% |
| All | -17.6% | -49.8% | +32.2% | -21.3% |
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