+112.6%
WDAY vs LH
+192.0%
-79.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.4% |
| 7D | -7.4% | -3.2% | -4.2% | -6.0% |
| 30D | +1.0% | +0.1% | +0.9% | +1.0% |
| 3M | +32.7% | +18.6% | +14.0% | +23.1% |
| 6M | +25.6% | +17.9% | +7.7% | +16.5% |
| YTD | -13.4% | +28.9% | -42.3% | -23.3% |
| 1Y | -19.4% | +16.6% | -36.0% | -25.5% |
| 3Y | -25.8% | +63.6% | -89.3% | -42.4% |
| 5Y | -31.1% | +30.0% | -61.1% | -41.3% |
| All | +112.6% | +192.0% | -79.4% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling