+282.1%
WDAY vs LHX
+560.5%
-278.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.6% |
| 7D | -7.4% | -3.7% | -3.7% | -6.1% |
| 30D | +1.0% | -13.2% | +14.2% | +6.0% |
| 3M | +32.7% | -18.4% | +51.0% | +41.8% |
| 6M | +25.6% | -32.0% | +57.5% | +42.8% |
| YTD | -13.4% | -13.6% | +0.3% | -10.7% |
| 1Y | -19.4% | -6.0% | -13.4% | -19.9% |
| 3Y | -25.8% | +57.9% | -83.7% | -41.2% |
| 5Y | -31.1% | +19.2% | -50.3% | -40.4% |
| 10Y | +113.3% | +232.3% | -118.9% | +2.0% |
| All | +282.1% | +560.5% | -278.4% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling