+303.5%
WDAY vs LMT
+857.5%
-554.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.4% | +3.4% |
| 7D | +1.8% | +5.1% | -3.3% | +0.4% |
| 30D | +4.1% | +14.1% | -10.1% | -0.2% |
| 3M | -4.8% | +0.3% | -5.1% | -5.5% |
| 6M | +68.6% | +16.1% | +52.5% | +59.4% |
| YTD | -8.5% | +25.5% | -34.0% | -16.9% |
| 1Y | -12.1% | +34.1% | -46.2% | -22.1% |
| 3Y | -13.2% | +45.1% | -58.3% | -27.4% |
| 5Y | -33.7% | +100.9% | -134.7% | -53.1% |
| 10Y | +137.4% | +199.4% | -62.0% | +31.3% |
| All | +303.5% | +857.5% | -554.1% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling