+98.7%
LEN vs WING
+379.2%
-280.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | -7.8% | +0.2% | -8.0% | -7.8% |
| 30D | -11.0% | -0.5% | -10.6% | -11.2% |
| 3M | -12.8% | -23.9% | +11.1% | -7.8% |
| 6M | -20.2% | -48.9% | +28.7% | -7.9% |
| YTD | -23.0% | -53.3% | +30.3% | -10.4% |
| 1Y | -41.8% | -60.3% | +18.5% | -30.0% |
| 3Y | -28.8% | -30.1% | +1.3% | -33.2% |
| 5Y | -12.6% | -36.2% | +23.6% | -21.1% |
| All | +98.7% | +379.2% | -280.5% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling