-23.2%
LEN vs WING
-19.8%
-3.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -6.4% | -0.5% | -5.8% | -6.3% |
| 30D | +15.6% | +32.3% | -16.7% | +11.8% |
| 3M | -0.8% | +50.2% | -50.9% | -5.8% |
| 6M | +0.4% | +31.7% | -31.3% | -3.5% |
| YTD | -14.1% | -29.6% | +15.5% | -12.3% |
| 1Y | -29.6% | -29.7% | +0.1% | -28.2% |
| All | -23.2% | -19.8% | -3.4% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling