-33.5%
WDAY vs LH
+54.7%
-88.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.3% |
| 7D | +1.8% | +1.1% | +0.8% | +1.4% |
| 30D | +4.1% | +16.7% | -12.7% | -3.0% |
| 3M | -4.8% | +15.1% | -19.9% | -10.8% |
| 6M | +68.6% | +46.3% | +22.3% | +42.0% |
| YTD | -8.5% | +48.8% | -57.3% | -24.4% |
| 1Y | -12.1% | +39.7% | -51.8% | -25.1% |
| 3Y | -13.2% | +87.0% | -100.2% | -38.0% |
| All | -33.5% | +54.7% | -88.3% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling