+144.0%
WDAY vs LMT
+197.1%
-53.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.4% | +3.4% |
| 7D | +1.8% | +5.1% | -3.3% | +0.6% |
| 30D | +4.1% | +14.1% | -10.1% | +0.4% |
| 3M | -4.8% | +0.3% | -5.1% | -5.4% |
| 6M | +68.6% | +16.1% | +52.5% | +60.6% |
| YTD | -8.5% | +25.5% | -34.0% | -16.0% |
| 1Y | -12.1% | +34.1% | -46.2% | -21.0% |
| 3Y | -13.2% | +45.1% | -58.3% | -26.1% |
| 5Y | -33.7% | +100.9% | -134.7% | -52.0% |
| All | +144.0% | +197.1% | -53.1% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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