-31.1%
WDAY vs LH
+28.2%
-59.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +23.3% |
| 6M | +25.6% | +17.9% | +7.7% | +16.7% |
| YTD | -13.4% | +28.9% | -42.3% | -23.3% |
| 1Y | -19.4% | +16.6% | -36.0% | -25.3% |
| 3Y | -25.8% | +63.6% | -89.3% | -43.3% |
| 5Y | -31.1% | +30.0% | -61.1% | -42.4% |
| All | -31.1% | +28.2% | -59.3% | -42.4% |
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