+112.2%
WDAY vs LHX
+227.8%
-115.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.7% |
| 7D | -5.2% | -4.3% | -0.9% | -3.9% |
| 30D | +5.9% | -15.1% | +21.1% | +11.1% |
| 3M | +42.3% | -21.0% | +63.2% | +52.0% |
| 6M | +34.7% | -32.0% | +66.7% | +50.0% |
| YTD | -13.5% | -15.3% | +1.8% | -10.9% |
| 1Y | -18.1% | -11.1% | -7.0% | -17.1% |
| 3Y | -26.4% | +54.0% | -80.4% | -39.4% |
| 5Y | -30.6% | +17.1% | -47.7% | -38.5% |
| All | +112.2% | +227.8% | -115.6% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling