-10.9%
LEN vs WING
-35.4%
+24.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.1% | -3.9% |
| 7D | -2.9% | -0.1% | -2.7% | -2.9% |
| 30D | -8.9% | -6.0% | -2.8% | -8.0% |
| 3M | -10.9% | -23.5% | +12.6% | -6.6% |
| 6M | -19.7% | -52.0% | +32.3% | -7.9% |
| YTD | -20.6% | -53.8% | +33.2% | -9.3% |
| 1Y | -42.4% | -63.8% | +21.4% | -31.1% |
| 3Y | -26.5% | -30.8% | +4.2% | -33.6% |
| 5Y | -10.9% | -34.3% | +23.3% | -27.4% |
| All | -10.9% | -35.4% | +24.5% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling