+47.2%
LH vs WING
-23.2%
+70.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.7% | +0.2% | +3.8% |
| 7D | +2.1% | +21.0% | -18.9% | +1.4% |
| 30D | +19.2% | +56.9% | -37.7% | +17.8% |
| 3M | +18.0% | +38.4% | -20.4% | +16.6% |
| 6M | +46.1% | +12.0% | +34.1% | +45.1% |
| YTD | +47.7% | -29.2% | +76.9% | +46.2% |
| 1Y | +47.2% | -28.8% | +76.0% | +45.5% |
| All | +47.2% | -23.2% | +70.4% | +45.5% |
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