-18.1%
WDAY vs LHX
-9.5%
-8.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.3% |
| 7D | -5.2% | -4.3% | -0.9% | -5.2% |
| 30D | +5.9% | -15.1% | +21.1% | +5.8% |
| 3M | +42.3% | -21.0% | +63.2% | +41.4% |
| 6M | +34.7% | -32.0% | +66.7% | +32.4% |
| YTD | -13.5% | -15.3% | +1.8% | -15.9% |
| 1Y | -18.1% | -11.1% | -7.0% | -20.4% |
| All | -18.1% | -9.5% | -8.6% | -20.4% |
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