-22.5%
LEN vs WING
-23.2%
+0.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.7% | +3.3% | +6.4% |
| 7D | +10.5% | +21.0% | -10.5% | +7.2% |
| 30D | +24.6% | +56.9% | -32.2% | +15.8% |
| 3M | +6.6% | +38.4% | -31.7% | +0.6% |
| 6M | +10.6% | +12.0% | -1.3% | +8.1% |
| YTD | -8.3% | -29.2% | +20.9% | -6.6% |
| 1Y | -22.5% | -28.8% | +6.3% | -21.6% |
| All | -22.5% | -23.2% | +0.7% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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