+106.9%
LEN vs WING
+405.9%
-299.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -3.2% | -3.9% | +0.7% | -2.3% |
| 30D | -4.9% | -11.6% | +6.7% | -2.5% |
| 3M | -8.5% | -24.2% | +15.7% | -3.2% |
| 6M | -20.7% | -54.1% | +33.4% | -6.2% |
| YTD | -17.4% | -53.9% | +36.5% | -3.8% |
| 1Y | -38.2% | -64.4% | +26.1% | -23.9% |
| 3Y | -24.9% | -30.2% | +5.3% | -28.9% |
| 5Y | -11.4% | -34.1% | +22.7% | -19.9% |
| 10Y | +110.0% | +342.1% | -232.1% | +18.8% |
| All | +106.9% | +405.9% | -299.0% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling