-15.3%
WDAY vs LH
+20.0%
-35.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.0% |
| 7D | -4.4% | -2.5% | -1.9% | -3.8% |
| 30D | +14.7% | +4.3% | +10.4% | +13.7% |
| 3M | +32.4% | +25.5% | +6.8% | +26.5% |
| 6M | +36.9% | +17.0% | +19.9% | +31.4% |
| YTD | -8.8% | +31.3% | -40.1% | -14.9% |
| 1Y | -15.3% | +20.0% | -35.3% | -19.5% |
| All | -15.3% | +20.0% | -35.3% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling