+302.1%
WDAY vs LH
+328.6%
-26.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.8% |
| 7D | -4.4% | -2.5% | -1.9% | -3.3% |
| 30D | +14.7% | +4.3% | +10.4% | +12.6% |
| 3M | +32.4% | +25.5% | +6.8% | +19.5% |
| 6M | +36.9% | +17.0% | +19.9% | +27.1% |
| YTD | -8.8% | +31.3% | -40.1% | -20.1% |
| 1Y | -15.3% | +20.0% | -35.3% | -22.9% |
| 3Y | -21.2% | +63.9% | -85.1% | -39.2% |
| 5Y | -29.5% | +30.9% | -60.4% | -40.3% |
| 10Y | +120.0% | +191.4% | -71.3% | +17.5% |
| All | +302.1% | +328.6% | -26.5% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling