-13.5%
WDAY vs LHX
-8.3%
-5.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.4% | +1.7% |
| 7D | -1.2% | -0.3% | -0.9% | -1.3% |
| 30D | +6.8% | +9.7% | -2.8% | +6.8% |
| 3M | +17.8% | -8.5% | +26.4% | +17.0% |
| 6M | +57.8% | -15.1% | +72.9% | +55.9% |
| YTD | -6.0% | -10.4% | +4.4% | -8.3% |
| 1Y | -13.5% | -9.3% | -4.2% | -15.8% |
| All | -13.5% | -8.3% | -5.3% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling