-25.7%
WDAY vs LH
+64.5%
-90.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.2% | -4.7% |
| 7D | -6.1% | -0.8% | -5.3% | -5.8% |
| 30D | +3.7% | +2.0% | +1.7% | +3.2% |
| 3M | +29.6% | +24.3% | +5.3% | +22.0% |
| 6M | +23.3% | +21.1% | +2.3% | +16.8% |
| YTD | -13.3% | +30.4% | -43.7% | -20.1% |
| 1Y | -19.6% | +18.4% | -38.0% | -23.8% |
| 3Y | -25.7% | +65.5% | -91.1% | -36.0% |
| All | -25.7% | +64.5% | -90.2% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling